+47.0%
EEM vs CPB
-38.5%
+85.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.3% |
| 7D | +3.1% | -8.2% | +11.3% | +2.8% |
| 30D | +4.9% | -5.6% | +10.5% | +4.7% |
| 3M | +5.2% | +3.0% | +2.3% | +5.3% |
| 6M | +20.7% | -12.7% | +33.4% | +20.8% |
| YTD | +26.5% | -18.0% | +44.4% | +26.6% |
| 1Y | +37.8% | -31.7% | +69.6% | +38.2% |
| 3Y | +91.0% | -41.0% | +131.9% | +90.7% |
| 5Y | +47.0% | -38.4% | +85.4% | +47.5% |
| All | +47.0% | -38.5% | +85.6% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling