+246.7%
CB vs EMB
+36.3%
+210.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | +7.3% | +1.5% | +5.8% | +6.0% |
| 3M | +7.0% | -1.6% | +8.6% | +8.3% |
| 6M | +16.3% | -1.5% | +17.8% | +17.5% |
| YTD | +19.7% | -0.1% | +19.8% | +19.4% |
| 1Y | +27.8% | +0.5% | +27.3% | +26.8% |
| 3Y | +72.0% | +30.2% | +41.8% | +36.6% |
| 5Y | +104.9% | +8.6% | +96.3% | +97.4% |
| 10Y | +246.7% | +36.9% | +209.9% | +197.4% |
| All | +246.7% | +36.3% | +210.4% | +197.4% |
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