+854.3%
EEM vs CNP
+1,200.3%
-346.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +2.3% | +1.1% | +1.2% | +1.8% |
| 30D | +4.5% | -1.8% | +6.4% | +5.4% |
| 3M | -0.1% | -4.6% | +4.6% | +1.6% |
| 6M | +16.9% | -8.8% | +25.8% | +21.2% |
| YTD | +26.2% | +5.2% | +21.0% | +21.6% |
| 1Y | +40.5% | +8.3% | +32.2% | +33.1% |
| 3Y | +86.2% | +54.9% | +31.3% | +43.7% |
| 5Y | +45.5% | +73.5% | -28.0% | +3.0% |
| 10Y | +128.6% | +139.1% | -10.5% | +18.4% |
| All | +854.3% | +1,200.3% | -346.1% | +122.2% |
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