+132.3%
EEM vs CNP
+132.2%
0.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +2.0% | +0.7% | +1.3% | +1.8% |
| 30D | +5.1% | -0.1% | +5.1% | +5.0% |
| 3M | +4.6% | -5.6% | +10.2% | +6.0% |
| 6M | +17.8% | -7.5% | +25.3% | +19.8% |
| YTD | +25.8% | +5.5% | +20.3% | +22.9% |
| 1Y | +36.4% | +8.3% | +28.0% | +32.0% |
| 3Y | +90.0% | +51.8% | +38.2% | +63.6% |
| 5Y | +46.6% | +69.9% | -23.3% | +20.0% |
| 10Y | +132.3% | +139.9% | -7.7% | +42.9% |
| All | +132.3% | +132.2% | 0.0% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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