-50.8%
CCI vs EMB
+7.3%
-58.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.2% | +0.3% | -0.1% | -0.1% |
| 30D | +0.5% | -0.5% | +1.0% | +1.0% |
| 3M | -16.3% | +0.3% | -16.6% | -16.6% |
| 6M | -13.9% | +1.2% | -15.1% | -15.0% |
| YTD | -12.4% | +1.5% | -13.9% | -13.8% |
| 1Y | -15.2% | +4.8% | -20.0% | -19.1% |
| 3Y | -9.9% | +30.4% | -40.2% | -30.4% |
| 5Y | -50.8% | +7.3% | -58.1% | -55.4% |
| All | -50.8% | +7.3% | -58.2% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling