+231.7%
CTVA vs EMB
+22.0%
+209.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +11.9% | -0.3% | +12.2% | +12.2% |
| 3M | +13.7% | -0.4% | +14.1% | +14.0% |
| 6M | +13.1% | +0.1% | +13.0% | +12.8% |
| YTD | +32.0% | +1.6% | +30.4% | +29.6% |
| 1Y | +22.1% | +5.6% | +16.5% | +15.2% |
| 3Y | +77.5% | +29.8% | +47.7% | +36.1% |
| 5Y | +106.3% | +7.3% | +99.0% | +100.6% |
| All | +231.7% | +22.0% | +209.7% | +151.7% |
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