+132.3%
EEM vs CNH
+157.1%
-24.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | +2.0% | +1.8% | +0.1% | +1.3% |
| 30D | +5.1% | +32.6% | -27.6% | -4.1% |
| 3M | +4.6% | +29.4% | -24.8% | -4.3% |
| 6M | +17.8% | +26.0% | -8.2% | +8.1% |
| YTD | +25.8% | +52.2% | -26.4% | +8.5% |
| 1Y | +36.4% | +23.9% | +12.5% | +24.9% |
| 3Y | +90.0% | +10.1% | +79.9% | +75.1% |
| 5Y | +46.6% | +13.2% | +33.4% | +29.3% |
| 10Y | +132.3% | +160.7% | -28.4% | +45.9% |
| All | +132.3% | +157.1% | -24.9% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling