-41.2%
CAG vs EMB
+7.1%
-48.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | +2.3% | -0.3% | +2.6% | +2.4% |
| 3M | +16.3% | -0.3% | +16.6% | +16.4% |
| 6M | -16.0% | +0.7% | -16.8% | -16.3% |
| YTD | -7.7% | +1.3% | -9.0% | -8.1% |
| 1Y | -16.0% | +4.7% | -20.7% | -17.4% |
| 3Y | -37.7% | +30.1% | -67.8% | -42.9% |
| 5Y | -41.2% | +6.9% | -48.1% | -45.0% |
| All | -41.2% | +7.1% | -48.4% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling