+47.0%
EEM vs CNH
+7.1%
+39.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.7% | +1.6% |
| 7D | +3.1% | +8.8% | -5.7% | +0.7% |
| 30D | +4.9% | +24.7% | -19.8% | -1.3% |
| 3M | +5.2% | +27.3% | -22.1% | -1.9% |
| 6M | +20.7% | +23.2% | -2.4% | +13.0% |
| YTD | +26.5% | +48.9% | -22.5% | +12.3% |
| 1Y | +37.8% | +19.4% | +18.4% | +29.4% |
| 3Y | +91.0% | +7.8% | +83.2% | +79.9% |
| 5Y | +47.0% | +8.7% | +38.3% | +33.3% |
| All | +47.0% | +7.1% | +39.9% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling