+308.6%
CFG vs EMB
+29.2%
+279.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -0.9% |
| 7D | +2.7% | +0.3% | +2.4% | +2.3% |
| 30D | -3.7% | -0.5% | -3.2% | -3.0% |
| 3M | +9.5% | +0.3% | +9.1% | +9.0% |
| 6M | +22.2% | +1.2% | +21.1% | +20.3% |
| YTD | +22.3% | +1.5% | +20.9% | +19.9% |
| 1Y | +39.4% | +4.8% | +34.6% | +30.3% |
| 3Y | +188.5% | +30.4% | +158.1% | +97.2% |
| 5Y | +101.5% | +7.3% | +94.3% | +89.2% |
| 10Y | +308.6% | +29.7% | +278.9% | +245.9% |
| All | +308.6% | +29.2% | +279.4% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling