+37.7%
EEM vs CPNG
-76.9%
+114.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.7% | -5.4% | +4.7% | +0.2% |
| 30D | +2.4% | -11.1% | +13.5% | +4.2% |
| 3M | +4.2% | -3.0% | +7.1% | +4.2% |
| 6M | +14.8% | -23.5% | +38.3% | +18.5% |
| YTD | +23.1% | -37.8% | +60.9% | +30.8% |
| 1Y | +32.5% | -54.3% | +86.9% | +47.5% |
| 3Y | +85.9% | -20.8% | +106.7% | +86.9% |
| 5Y | +43.6% | -51.1% | +94.6% | +44.4% |
| All | +37.7% | -76.9% | +114.6% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling