+747.7%
EEM vs CP
+2,737.1%
-1,989.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.8% | +1.8% |
| 7D | -0.1% | +2.8% | -2.9% | -1.6% |
| 30D | -8.6% | +11.3% | -20.0% | -14.0% |
| 3M | -7.0% | +2.9% | -9.9% | -8.8% |
| 6M | -9.7% | +9.8% | -19.5% | -15.0% |
| YTD | +12.1% | +28.5% | -16.4% | -3.8% |
| 1Y | +14.1% | +33.5% | -19.4% | -4.3% |
| 3Y | +72.1% | +31.9% | +40.2% | +41.4% |
| 5Y | +34.1% | +25.5% | +8.6% | +9.8% |
| 10Y | +109.6% | +257.6% | -148.0% | -13.9% |
| All | +747.7% | +2,737.1% | -1,989.4% | -2.9% |
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