+820.4%
CAH vs EMB
+132.1%
+688.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | +3.3% | -0.3% | +3.6% | +3.5% |
| 3M | +22.8% | -0.4% | +23.2% | +23.0% |
| 6M | +11.3% | +0.1% | +11.1% | +11.1% |
| YTD | +21.1% | +1.6% | +19.5% | +20.1% |
| 1Y | +67.2% | +5.6% | +61.6% | +62.6% |
| 3Y | +195.6% | +29.8% | +165.8% | +158.2% |
| 5Y | +413.8% | +7.3% | +406.6% | +394.3% |
| 10Y | +309.6% | +30.4% | +279.1% | +259.0% |
| All | +820.4% | +132.1% | +688.3% | +545.6% |
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