-6.7%
CMG vs EMB
+3.6%
-10.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.2% |
| 7D | -3.8% | -1.1% | -2.7% | -2.5% |
| 30D | +12.9% | -1.1% | +14.0% | +14.3% |
| 3M | +18.8% | -0.8% | +19.5% | +19.5% |
| 6M | +4.1% | -0.1% | +4.1% | +3.8% |
| YTD | -2.4% | +0.4% | -2.8% | -3.8% |
| 1Y | -6.7% | +3.3% | -9.9% | -11.9% |
| All | -6.7% | +3.6% | -10.3% | -11.9% |
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