+362.4%
CFG vs EMB
+47.3%
+315.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.6% |
| 30D | -3.8% | -0.3% | -3.5% | -3.4% |
| 3M | +11.5% | -0.4% | +11.9% | +12.2% |
| 6M | +19.2% | +0.1% | +19.1% | +19.1% |
| YTD | +23.7% | +1.6% | +22.1% | +21.2% |
| 1Y | +38.8% | +5.6% | +33.2% | +28.6% |
| 3Y | +178.9% | +29.8% | +149.1% | +94.8% |
| 5Y | +101.8% | +7.3% | +94.5% | +88.1% |
| 10Y | +317.3% | +30.4% | +286.8% | +224.9% |
| All | +362.4% | +47.3% | +315.1% | +220.5% |
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