+27.2%
CB vs EMB
+1.1%
+26.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | -1.5% | +0.8% | -2.3% | -1.5% |
| 30D | +6.5% | +1.5% | +5.0% | +6.7% |
| 3M | +4.1% | -1.9% | +6.0% | +3.1% |
| 6M | +14.4% | -1.6% | +16.0% | +13.6% |
| YTD | +17.5% | 0.0% | +17.5% | +16.6% |
| All | +27.2% | +1.1% | +26.1% | +26.9% |
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 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