+830.6%
EEM vs CNC
+2,589.5%
-1,758.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.6% |
| 7D | -0.7% | -3.9% | +3.2% | 0.0% |
| 30D | +2.4% | +0.8% | +1.6% | +2.1% |
| 3M | +4.2% | +0.1% | +4.1% | +3.7% |
| 6M | +14.8% | +79.7% | -64.9% | +1.2% |
| YTD | +23.1% | +58.9% | -35.8% | +10.3% |
| 1Y | +32.5% | +109.1% | -76.6% | +11.5% |
| 3Y | +85.9% | 0.0% | +85.9% | +73.0% |
| 5Y | +43.6% | +9.5% | +34.1% | +27.9% |
| 10Y | +127.2% | +95.7% | +31.6% | +67.6% |
| All | +830.6% | +2,589.5% | -1,758.9% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling