+7.7%
EMB vs CAI
-14.7%
+22.4%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | -0.2% |
| 7D | -0.9% | -8.7% | +7.8% | -0.7% |
| 30D | +0.4% | -23.8% | +24.2% | +0.8% |
| 3M | -3.1% | +3.9% | -7.0% | -3.3% |
| 6M | -2.1% | +56.8% | -58.9% | -3.0% |
| YTD | -1.1% | -14.6% | +13.5% | -1.6% |
| 1Y | -0.1% | -5.2% | +5.1% | -0.6% |
| All | +7.7% | -14.7% | +22.4% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling