+897.7%
CF vs EMB
+132.1%
+765.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.3% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +14.8% | -0.3% | +15.1% | +15.0% |
| 3M | +14.1% | -0.4% | +14.5% | +14.2% |
| 6M | +28.5% | +0.1% | +28.4% | +27.3% |
| YTD | +74.9% | +1.6% | +73.4% | +71.2% |
| 1Y | +61.7% | +5.6% | +56.1% | +53.4% |
| 3Y | +80.3% | +29.8% | +50.5% | +44.5% |
| 5Y | +226.0% | +7.3% | +218.7% | +204.3% |
| 10Y | +569.9% | +30.4% | +539.4% | +443.5% |
| All | +897.7% | +132.1% | +765.6% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling