+36.4%
EEM vs CNP
+9.1%
+27.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.7% |
| 7D | +2.0% | +0.7% | +1.3% | +2.1% |
| 30D | +5.1% | -0.1% | +5.1% | +5.1% |
| 3M | +4.6% | -5.6% | +10.2% | +3.2% |
| 6M | +17.8% | -7.5% | +25.3% | +16.6% |
| YTD | +25.8% | +5.5% | +20.3% | +24.4% |
| 1Y | +36.4% | +8.3% | +28.0% | +35.0% |
| All | +36.4% | +9.1% | +27.3% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling