+724.1%
EEM vs CP
+2,681.0%
-1,956.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.1% |
| 7D | -2.8% | +2.8% | -5.6% | -4.3% |
| 30D | -11.9% | +10.2% | -22.1% | -16.7% |
| 3M | -8.8% | +2.4% | -11.1% | -10.3% |
| 6M | -11.6% | +7.7% | -19.3% | -15.9% |
| YTD | +9.0% | +26.0% | -17.0% | -5.5% |
| 1Y | +10.6% | +34.6% | -24.1% | -7.7% |
| 3Y | +64.4% | +26.7% | +37.7% | +38.1% |
| 5Y | +31.0% | +24.9% | +6.1% | +7.5% |
| 10Y | +105.6% | +258.6% | -153.0% | -15.8% |
| All | +724.1% | +2,681.0% | -1,956.8% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling