+216.7%
CTVA vs EMB
+20.5%
+196.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -4.5% | -1.2% | -3.3% | -3.4% |
| 30D | +11.3% | -1.3% | +12.6% | +12.7% |
| 3M | +12.3% | -1.8% | +14.1% | +14.2% |
| 6M | +7.2% | +0.2% | +7.0% | +6.7% |
| YTD | +26.0% | +0.4% | +25.6% | +25.2% |
| 1Y | +16.0% | +2.8% | +13.2% | +12.4% |
| 3Y | +73.9% | +29.1% | +44.8% | +34.0% |
| 5Y | +103.8% | +6.3% | +97.5% | +99.9% |
| All | +216.7% | +20.5% | +196.2% | +143.2% |
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