+749.3%
EEM vs CNP
+1,242.3%
-493.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +5.3% | +2.5% | +2.9% | +4.1% |
| 30D | -7.0% | +4.0% | -11.0% | -8.9% |
| 3M | -8.0% | +1.6% | -9.6% | -9.0% |
| 6M | -6.6% | -1.7% | -4.9% | -6.7% |
| YTD | +12.3% | +8.6% | +3.7% | +6.3% |
| 1Y | +12.2% | +5.8% | +6.3% | +7.4% |
| 3Y | +71.2% | +63.0% | +8.2% | +28.9% |
| 5Y | +32.2% | +74.7% | -42.4% | -6.5% |
| 10Y | +120.3% | +143.7% | -23.4% | +13.2% |
| All | +749.3% | +1,242.3% | -493.1% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling