+137.3%
CTVA vs EMB
+18.8%
+118.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.8% |
| 7D | -20.8% | -0.9% | -19.9% | -19.8% |
| 30D | -29.6% | +0.4% | -30.0% | -29.7% |
| 3M | -16.9% | -3.1% | -13.8% | -14.0% |
| 6M | -24.3% | -2.1% | -22.2% | -22.5% |
| YTD | -5.6% | -1.1% | -4.5% | -4.5% |
| 1Y | -4.2% | -0.1% | -4.1% | -4.1% |
| 3Y | +43.3% | +29.6% | +13.7% | +10.3% |
| 5Y | +35.7% | +7.2% | +28.5% | +31.3% |
| All | +137.3% | +18.8% | +118.5% | +85.4% |
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 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