-37.2%
CAG vs EMB
+30.4%
-67.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -5.9% | -1.1% | -4.8% | -5.4% |
| 30D | -1.5% | -1.1% | -0.5% | -1.1% |
| 3M | +11.5% | -0.8% | +12.2% | +11.8% |
| 6M | -15.7% | -0.1% | -15.6% | -15.7% |
| YTD | -10.2% | +0.4% | -10.7% | -10.4% |
| 1Y | -18.1% | +3.3% | -21.3% | -19.2% |
| 3Y | -39.4% | +29.0% | -68.4% | -45.7% |
| 5Y | -42.6% | +6.3% | -48.9% | -43.9% |
| All | -37.2% | +30.4% | -67.7% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling