+1,215.8%
CMG vs EMB
+132.1%
+1,083.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +7.1% | -0.3% | +7.4% | +7.3% |
| 3M | +31.2% | -0.4% | +31.6% | +31.5% |
| 6M | +0.7% | +0.1% | +0.6% | +0.6% |
| YTD | -0.1% | +1.6% | -1.7% | -1.1% |
| 1Y | -10.7% | +5.6% | -16.4% | -13.9% |
| 3Y | -4.7% | +29.8% | -34.5% | -19.5% |
| 5Y | -3.8% | +7.3% | -11.0% | -9.1% |
| 10Y | +352.5% | +30.4% | +322.1% | +294.2% |
| All | +1,215.8% | +132.1% | +1,083.6% | +1,062.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling