+132.3%
EEM vs CP
+224.3%
-92.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +2.0% | +0.6% | +1.4% | +1.7% |
| 30D | +5.1% | -0.5% | +5.6% | +5.2% |
| 3M | +4.6% | +0.1% | +4.5% | +4.1% |
| 6M | +17.8% | +7.8% | +10.0% | +13.4% |
| YTD | +25.8% | +22.9% | +3.0% | +14.2% |
| 1Y | +36.4% | +21.3% | +15.1% | +24.2% |
| 3Y | +90.0% | +20.4% | +69.6% | +70.3% |
| 5Y | +46.6% | +34.9% | +11.6% | +21.4% |
| 10Y | +132.3% | +233.3% | -101.1% | +18.5% |
| All | +132.3% | +224.3% | -92.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling