+33.6%
EEM vs CNH
-9.2%
+42.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.3% |
| 7D | -0.9% | +4.5% | -5.4% | -2.0% |
| 30D | -9.3% | +7.6% | -17.0% | -11.2% |
| 3M | -7.1% | +17.0% | -24.0% | -11.5% |
| 6M | -10.4% | +12.9% | -23.3% | -14.4% |
| YTD | +11.3% | +34.3% | -23.0% | +1.0% |
| 1Y | +11.3% | +28.5% | -17.3% | +1.9% |
| 3Y | +69.6% | +31.9% | +37.8% | +49.6% |
| 5Y | +33.6% | -9.6% | +43.2% | +26.4% |
| All | +33.6% | -9.2% | +42.9% | +26.4% |
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