+481.0%
CF vs EMB
+31.5%
+449.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.1% |
| 7D | +4.8% | +0.5% | +4.2% | +4.2% |
| 30D | +9.7% | +0.9% | +8.8% | +8.8% |
| 3M | +1.2% | -2.1% | +3.4% | +2.9% |
| 6M | +7.4% | -2.2% | +9.6% | +8.9% |
| YTD | +60.5% | -0.6% | +61.1% | +59.2% |
| 1Y | +50.7% | +0.2% | +50.5% | +48.2% |
| 3Y | +64.8% | +29.5% | +35.3% | +24.2% |
| 5Y | +115.8% | +8.0% | +107.8% | +105.5% |
| 10Y | +481.0% | +35.3% | +445.7% | +408.5% |
| All | +481.0% | +31.5% | +449.5% | +408.5% |
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