+806.6%
CB vs EMB
+126.0%
+680.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | +11.2% | +1.1% | +10.1% | +10.5% |
| 3M | +5.7% | -2.9% | +8.7% | +7.6% |
| 6M | +15.9% | -2.1% | +18.0% | +17.2% |
| YTD | +20.2% | -1.1% | +21.3% | +20.7% |
| 1Y | +32.4% | +0.3% | +32.1% | +31.8% |
| 3Y | +75.5% | +27.7% | +47.8% | +50.6% |
| 5Y | +105.5% | +6.0% | +99.5% | +97.5% |
| 10Y | +258.5% | +29.1% | +229.4% | +210.1% |
| All | +806.6% | +126.0% | +680.7% | +511.7% |
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