+854.3%
EEM vs CPB
+105.2%
+749.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.8% |
| 7D | +2.3% | -8.6% | +10.9% | +4.8% |
| 30D | +4.5% | -7.2% | +11.8% | +6.5% |
| 3M | -0.1% | +0.9% | -0.9% | -1.4% |
| 6M | +16.9% | -11.8% | +28.8% | +19.7% |
| YTD | +26.2% | -19.4% | +45.6% | +32.4% |
| 1Y | +40.5% | -30.4% | +70.9% | +53.7% |
| 3Y | +86.2% | -40.2% | +126.3% | +108.0% |
| 5Y | +45.5% | -39.5% | +85.0% | +56.7% |
| 10Y | +128.6% | -47.4% | +176.0% | +143.6% |
| All | +854.3% | +105.2% | +749.0% | +439.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling