+3.3%
EMB vs CAI
-29.0%
+32.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.1% | -5.1% | +4.0% | -1.0% |
| 30D | -1.1% | +3.9% | -5.0% | -1.2% |
| 3M | -0.8% | +40.1% | -40.9% | -1.5% |
| 6M | -0.1% | +29.7% | -29.7% | -0.9% |
| YTD | +0.4% | -10.9% | +11.3% | -0.3% |
| 1Y | +3.3% | -28.0% | +31.3% | +2.6% |
| All | +3.3% | -29.0% | +32.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling