-6.8%
CI vs EMB
+5.1%
-11.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -2.6% | +0.3% | -2.8% | -2.7% |
| 30D | -2.4% | -0.5% | -1.9% | -2.1% |
| 3M | -4.8% | +0.3% | -5.1% | -5.1% |
| 6M | +2.1% | +1.2% | +1.0% | +1.1% |
| YTD | +1.4% | +1.5% | -0.1% | +0.1% |
| 1Y | -6.8% | +4.8% | -11.6% | -10.7% |
| All | -6.8% | +5.1% | -11.8% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling