+60.4%
CFG vs EMB
+7.3%
+53.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.9% |
| 7D | +3.2% | -0.9% | +4.1% | +4.4% |
| 30D | +5.1% | +0.4% | +4.8% | +4.7% |
| 3M | -11.2% | -3.1% | -8.1% | -7.6% |
| 6M | +9.6% | -2.1% | +11.6% | +12.5% |
| YTD | +15.0% | -1.1% | +16.1% | +16.8% |
| 1Y | +29.9% | -0.1% | +29.9% | +30.3% |
| 3Y | +192.1% | +29.6% | +162.5% | +118.2% |
| All | +60.4% | +7.3% | +53.1% | +36.1% |
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