+123.6%
EEM vs CPB
-40.1%
+163.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.4% |
| 7D | +0.7% | -4.1% | +4.8% | +0.8% |
| 30D | -6.2% | +16.9% | -23.1% | -6.6% |
| 3M | -5.2% | -0.6% | -4.6% | -5.1% |
| 6M | -8.1% | +11.4% | -19.5% | -8.6% |
| YTD | +14.0% | -14.8% | +28.8% | +14.8% |
| 1Y | +13.8% | -24.8% | +38.6% | +15.4% |
| 3Y | +73.7% | -36.6% | +110.4% | +76.9% |
| 5Y | +34.6% | -33.3% | +67.9% | +35.6% |
| 10Y | +123.6% | -40.4% | +164.0% | +123.8% |
| All | +123.6% | -40.1% | +163.7% | +123.8% |
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