+50.7%
CF vs EMB
+0.5%
+50.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +0.7% |
| 7D | +4.8% | +0.5% | +4.2% | +6.6% |
| 30D | +9.7% | +0.9% | +8.8% | +12.9% |
| 3M | +1.2% | -2.1% | +3.4% | -6.4% |
| 6M | +7.4% | -2.2% | +9.6% | -0.3% |
| YTD | +60.5% | -0.6% | +61.1% | +53.4% |
| 1Y | +50.7% | +0.2% | +50.5% | +44.3% |
| All | +50.7% | +0.5% | +50.2% | +44.3% |
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