+76.3%
CL vs EMB
+30.9%
+45.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | +11.6% | +1.5% | +10.1% | +10.7% |
| 3M | +5.6% | -1.9% | +7.5% | +6.7% |
| 6M | +13.2% | -1.6% | +14.8% | +14.1% |
| YTD | +26.9% | 0.0% | +26.9% | +26.9% |
| 1Y | +27.3% | +1.1% | +26.3% | +26.6% |
| 3Y | +39.7% | +30.9% | +8.8% | +20.8% |
| 5Y | +41.3% | +7.1% | +34.3% | +37.6% |
| 10Y | +76.3% | +31.1% | +45.1% | +51.0% |
| All | +76.3% | +30.9% | +45.4% | +51.0% |
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