+69.6%
EEM vs CPB
-36.1%
+105.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.9% | +2.9% | -3.7% | -0.7% |
| 30D | -9.3% | +17.6% | -26.9% | -8.3% |
| 3M | -7.1% | +2.0% | -9.1% | -6.6% |
| 6M | -10.4% | +11.6% | -22.0% | -9.8% |
| YTD | +11.3% | -13.8% | +25.0% | +12.4% |
| 1Y | +11.3% | -21.6% | +32.8% | +12.6% |
| 3Y | +69.6% | -35.8% | +105.4% | +70.4% |
| All | +69.6% | -36.1% | +105.7% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling