+20.5%
C vs EMB
-0.1%
+20.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.4% | -0.1% | -2.3% | -2.1% |
| 30D | -6.0% | +1.3% | -7.3% | -8.2% |
| 3M | -10.5% | -2.7% | -7.8% | -5.3% |
| 6M | -5.7% | -2.8% | -2.9% | -0.1% |
| YTD | +4.1% | -1.1% | +5.2% | +5.9% |
| 1Y | +20.5% | 0.0% | +20.5% | +18.3% |
| All | +20.5% | -0.1% | +20.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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