+51.2%
CI vs EMB
+7.3%
+44.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +2.6% | +0.4% | +2.2% | +2.5% |
| 3M | +7.4% | -3.1% | +10.6% | +8.5% |
| 6M | -0.1% | -2.1% | +1.9% | +0.5% |
| YTD | +9.7% | -1.1% | +10.8% | +10.0% |
| 1Y | +12.1% | -0.1% | +12.2% | +12.1% |
| 3Y | +7.0% | +29.6% | -22.6% | -0.8% |
| All | +51.2% | +7.3% | +44.0% | +53.3% |
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