+105.1%
CTVA vs EMB
+7.1%
+98.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | +11.1% | -0.3% | +11.3% | +11.2% |
| 3M | +13.2% | -0.3% | +13.5% | +13.4% |
| 6M | +8.7% | +0.7% | +8.0% | +8.0% |
| YTD | +27.3% | +1.3% | +26.0% | +26.0% |
| 1Y | +18.0% | +4.7% | +13.3% | +14.0% |
| 3Y | +76.5% | +30.1% | +46.4% | +47.9% |
| 5Y | +105.1% | +6.9% | +98.2% | +101.1% |
| All | +105.1% | +7.1% | +98.0% | +101.1% |
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