+73.0%
CF vs EMB
+30.3%
+42.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +14.8% | -0.3% | +15.1% | +14.8% |
| 3M | +14.1% | -0.4% | +14.5% | +14.0% |
| 6M | +28.5% | +0.1% | +28.4% | +29.6% |
| YTD | +74.9% | +1.6% | +73.4% | +75.1% |
| 1Y | +61.7% | +5.6% | +56.1% | +58.6% |
| All | +73.0% | +30.3% | +42.7% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling