+142.2%
CI vs EMB
+30.9%
+111.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.2% |
| 7D | +0.1% | +0.8% | -0.7% | -0.5% |
| 30D | +4.7% | +1.5% | +3.2% | +3.5% |
| 3M | +5.2% | -1.9% | +7.2% | +6.9% |
| 6M | +3.8% | -1.6% | +5.4% | +5.0% |
| YTD | +9.2% | 0.0% | +9.2% | +9.1% |
| 1Y | +14.3% | +1.1% | +13.2% | +13.2% |
| 3Y | +8.4% | +30.9% | -22.4% | -13.6% |
| 5Y | +50.0% | +7.1% | +43.0% | +48.8% |
| 10Y | +142.2% | +31.1% | +111.1% | +100.6% |
| All | +142.2% | +30.9% | +111.3% | +100.6% |
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