+150.9%
CI vs EMB
+36.3%
+114.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | +6.4% | +1.5% | +4.9% | +5.1% |
| 3M | +10.7% | -1.6% | +12.3% | +12.1% |
| 6M | +5.5% | -1.5% | +7.0% | +6.6% |
| YTD | +11.4% | -0.1% | +11.5% | +11.3% |
| 1Y | +15.0% | +0.5% | +14.5% | +14.4% |
| 3Y | +9.0% | +30.2% | -21.3% | -13.1% |
| 5Y | +52.0% | +8.6% | +43.4% | +48.4% |
| 10Y | +150.9% | +36.9% | +114.1% | +99.2% |
| All | +150.9% | +36.3% | +114.6% | +99.2% |
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 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