+114.1%
EEM vs CP
+255.2%
-141.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -0.9% | +2.8% | -3.7% | -2.0% |
| 30D | -9.3% | +11.0% | -20.4% | -13.4% |
| 3M | -7.1% | +3.8% | -10.9% | -8.8% |
| 6M | -10.4% | +9.5% | -19.9% | -14.3% |
| YTD | +11.3% | +28.2% | -16.9% | -1.0% |
| 1Y | +11.3% | +33.0% | -21.7% | -2.6% |
| 3Y | +69.6% | +35.5% | +34.1% | +44.2% |
| 5Y | +33.6% | +25.8% | +7.8% | +14.9% |
| 10Y | +114.1% | +250.7% | -136.6% | +8.8% |
| All | +114.1% | +255.2% | -141.1% | +8.8% |
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