-51.2%
CPNG vs EMB
+7.1%
-58.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | +0.1% |
| 7D | -7.6% | 0.0% | -7.6% | -7.6% |
| 30D | -8.8% | -0.3% | -8.6% | -8.3% |
| 3M | -7.2% | -0.3% | -6.9% | -6.4% |
| 6M | -21.5% | +0.7% | -22.3% | -22.2% |
| YTD | -37.4% | +1.3% | -38.7% | -38.7% |
| 1Y | -54.3% | +4.7% | -59.0% | -58.1% |
| 3Y | -20.3% | +30.1% | -50.4% | -52.2% |
| 5Y | -51.2% | +6.9% | -58.1% | -62.4% |
| All | -51.2% | +7.1% | -58.3% | -62.4% |
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