+949.2%
CAH vs EMB
+126.0%
+823.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | +13.5% | +0.4% | +13.1% | +13.3% |
| 3M | +21.8% | -3.1% | +25.0% | +23.8% |
| 6M | +51.5% | -2.1% | +53.6% | +53.1% |
| YTD | +38.1% | -1.1% | +39.2% | +38.8% |
| 1Y | +37.7% | -0.1% | +37.8% | +37.7% |
| 3Y | +179.6% | +29.6% | +150.0% | +144.4% |
| 5Y | +504.9% | +7.2% | +497.8% | +481.8% |
| 10Y | +418.6% | +35.5% | +383.1% | +349.0% |
| All | +949.2% | +126.0% | +823.2% | +645.9% |
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