+854.3%
EEM vs CP
+2,657.7%
-1,803.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +2.3% | -2.7% | +5.0% | +3.8% |
| 30D | +4.5% | +0.2% | +4.4% | +4.3% |
| 3M | -0.1% | +2.6% | -2.6% | -2.0% |
| 6M | +16.9% | +6.0% | +11.0% | +12.4% |
| YTD | +26.2% | +24.9% | +1.3% | +10.3% |
| 1Y | +40.5% | +20.1% | +20.4% | +25.1% |
| 3Y | +86.2% | +16.4% | +69.8% | +64.4% |
| 5Y | +45.5% | +31.7% | +13.7% | +15.7% |
| 10Y | +128.6% | +223.9% | -95.2% | -0.3% |
| All | +854.3% | +2,657.7% | -1,803.5% | +11.3% |
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