+32.3%
EEM vs CPNG
-52.8%
+85.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.8% |
| 7D | -1.3% | -1.1% | -0.1% | -1.1% |
| 30D | +2.1% | -7.4% | +9.4% | +3.2% |
| 3M | +1.0% | -12.3% | +13.4% | +2.6% |
| 6M | +15.9% | -19.4% | +35.4% | +17.6% |
| YTD | +24.6% | -35.9% | +60.5% | +29.7% |
| 1Y | +32.3% | -53.4% | +85.7% | +47.0% |
| All | +32.3% | -52.8% | +85.0% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling