+32.7%
EEM vs CNP
+73.5%
-40.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +5.3% | +2.5% | +2.9% | +4.9% |
| 30D | -7.0% | +4.0% | -11.0% | -7.6% |
| 3M | -8.0% | +1.6% | -9.6% | -8.3% |
| 6M | -6.6% | -1.7% | -4.9% | -6.7% |
| YTD | +12.3% | +8.6% | +3.7% | +9.8% |
| 1Y | +12.2% | +5.8% | +6.3% | +10.2% |
| 3Y | +71.2% | +63.0% | +8.2% | +51.6% |
| All | +32.7% | +73.5% | -40.8% | +16.0% |
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 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