+287.5%
CAH vs EMB
+30.3%
+257.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -1.2% | -3.9% | -4.4% |
| 30D | +0.2% | -1.3% | +1.4% | +0.9% |
| 3M | +6.3% | -1.8% | +8.1% | +7.4% |
| 6M | +9.4% | +0.2% | +9.2% | +9.2% |
| YTD | +15.0% | +0.4% | +14.6% | +14.6% |
| 1Y | +55.4% | +2.8% | +52.6% | +52.7% |
| 3Y | +173.8% | +29.1% | +144.7% | +133.4% |
| 5Y | +395.2% | +6.3% | +388.9% | +387.7% |
| All | +287.5% | +30.3% | +257.1% | +250.7% |
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