+220.7%
CF vs EMB
+7.4%
+213.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.9% |
| 3M | +14.1% | -0.4% | +14.5% | +14.1% |
| 6M | +28.5% | +0.1% | +28.4% | +28.6% |
| YTD | +74.9% | +1.6% | +73.4% | +74.4% |
| 1Y | +61.7% | +5.6% | +56.1% | +59.4% |
| 3Y | +80.3% | +29.8% | +50.5% | +69.2% |
| All | +220.7% | +7.4% | +213.4% | +170.8% |
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 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