+71.3%
EEM vs CNH
+30.2%
+41.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.6% |
| 7D | +5.3% | +6.4% | -1.1% | +3.8% |
| 30D | -7.0% | -1.6% | -5.4% | -6.8% |
| 3M | -8.0% | +11.6% | -19.6% | -11.0% |
| 6M | -6.6% | +12.5% | -19.2% | -10.3% |
| YTD | +12.3% | +31.1% | -18.7% | +3.7% |
| 1Y | +12.2% | +17.0% | -4.8% | +6.2% |
| All | +71.3% | +30.2% | +41.1% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling