+746.2%
EEM vs CPB
+121.3%
+624.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.2% |
| 7D | +2.7% | -1.6% | +4.3% | +3.1% |
| 30D | -5.4% | +19.2% | -24.6% | -10.3% |
| 3M | -8.6% | -1.0% | -7.7% | -9.1% |
| 6M | -8.9% | +15.2% | -24.1% | -14.1% |
| YTD | +11.9% | -13.1% | +25.0% | +14.3% |
| 1Y | +13.1% | -22.4% | +35.5% | +19.5% |
| 3Y | +70.7% | -35.3% | +106.0% | +85.9% |
| 5Y | +31.8% | -33.0% | +64.8% | +36.9% |
| 10Y | +119.5% | -39.2% | +158.7% | +117.6% |
| All | +746.2% | +121.3% | +624.9% | +365.7% |
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