+112.0%
CF vs EMB
+6.0%
+106.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +4.3% | +1.3% | +3.0% | +4.2% |
| 3M | +2.8% | -2.7% | +5.5% | +3.0% |
| 6M | +0.6% | -2.8% | +3.4% | +0.8% |
| YTD | +56.6% | -1.1% | +57.7% | +56.2% |
| 1Y | +49.6% | 0.0% | +49.6% | +48.7% |
| 3Y | +61.5% | +28.8% | +32.7% | +49.9% |
| All | +112.0% | +6.0% | +106.0% | +94.9% |
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