+121.1%
EEM vs CP
+257.3%
-136.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.7% | +2.1% | +0.5% | +1.8% |
| 30D | -5.4% | +9.3% | -14.7% | -9.0% |
| 3M | -8.6% | +0.5% | -9.1% | -9.0% |
| 6M | -8.9% | +10.4% | -19.3% | -13.2% |
| YTD | +11.9% | +28.7% | -16.8% | -0.5% |
| 1Y | +13.1% | +33.2% | -20.1% | -1.1% |
| 3Y | +70.7% | +38.4% | +32.2% | +43.7% |
| 5Y | +31.8% | +26.2% | +5.6% | +13.1% |
| All | +121.1% | +257.3% | -136.2% | +12.7% |
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