+30.1%
CB vs EMB
-0.1%
+30.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +9.1% | +1.3% | +7.8% | +9.3% |
| 3M | +3.4% | -2.7% | +6.1% | +2.5% |
| 6M | +14.1% | -2.8% | +16.9% | +13.2% |
| YTD | +18.0% | -1.1% | +19.1% | +16.9% |
| 1Y | +30.1% | 0.0% | +30.1% | +29.4% |
| All | +30.1% | -0.1% | +30.2% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling