+830.6%
EEM vs CNI
+2,357.4%
-1,526.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | +2.4% | -3.5% | +5.9% | +4.8% |
| 3M | +4.2% | +2.2% | +1.9% | +2.0% |
| 6M | +14.8% | +15.1% | -0.3% | +3.2% |
| YTD | +23.1% | +24.7% | -1.6% | +4.4% |
| 1Y | +32.5% | +33.4% | -0.8% | +6.9% |
| 3Y | +85.9% | +19.5% | +66.4% | +56.9% |
| 5Y | +43.6% | +12.6% | +31.0% | +22.3% |
| 10Y | +127.2% | +134.7% | -7.4% | +4.4% |
| All | +830.6% | +2,357.4% | -1,526.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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