+58.6%
CAG vs EMB
+132.1%
-73.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | +3.1% | -0.3% | +3.4% | +3.2% |
| 3M | +23.5% | -0.4% | +23.9% | +23.6% |
| 6M | -14.8% | +0.1% | -15.0% | -14.9% |
| YTD | -5.4% | +1.6% | -7.0% | -6.0% |
| 1Y | -11.8% | +5.6% | -17.4% | -13.4% |
| 3Y | -36.7% | +29.8% | -66.5% | -42.0% |
| 5Y | -40.3% | +7.3% | -47.5% | -42.0% |
| 10Y | -37.0% | +30.4% | -67.4% | -42.7% |
| All | +58.6% | +132.1% | -73.6% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling