+47.0%
EEM vs CNP
+76.4%
-29.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +3.1% | +1.6% | +1.4% | +2.8% |
| 30D | +4.9% | -0.8% | +5.6% | +5.0% |
| 3M | +5.2% | -3.6% | +8.8% | +5.5% |
| 6M | +20.7% | -6.9% | +27.7% | +21.7% |
| YTD | +26.5% | +6.4% | +20.0% | +24.2% |
| 1Y | +37.8% | +9.9% | +27.9% | +34.4% |
| 3Y | +91.0% | +53.1% | +37.9% | +72.6% |
| 5Y | +47.0% | +72.0% | -24.9% | +32.3% |
| All | +47.0% | +76.4% | -29.4% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling