+130.7%
EEM vs CPB
-43.0%
+173.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +2.0% | -8.0% | +10.0% | +2.3% |
| 30D | +5.1% | -2.4% | +7.5% | +5.1% |
| 3M | +4.6% | +0.5% | +4.0% | +4.4% |
| 6M | +17.8% | -10.5% | +28.2% | +18.3% |
| YTD | +25.8% | -17.5% | +43.3% | +26.9% |
| 1Y | +36.4% | -31.0% | +67.4% | +39.0% |
| 3Y | +90.0% | -40.6% | +130.6% | +94.4% |
| 5Y | +46.6% | -37.7% | +84.3% | +48.3% |
| All | +130.7% | -43.0% | +173.7% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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