+97.7%
EMB vs CBOE
+1,025.9%
-928.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +0.3% | -4.6% | +4.9% | +0.6% |
| 30D | -0.5% | +2.6% | -3.1% | -0.7% |
| 3M | +0.3% | +4.9% | -4.6% | -0.1% |
| 6M | +1.2% | -2.2% | +3.3% | +1.0% |
| YTD | +1.5% | +17.7% | -16.3% | 0.0% |
| 1Y | +4.8% | +26.1% | -21.3% | +2.8% |
| 3Y | +30.4% | +97.1% | -66.8% | +23.2% |
| 5Y | +7.3% | +149.2% | -141.9% | -0.8% |
| 10Y | +29.7% | +385.1% | -355.4% | +15.7% |
| All | +97.7% | +1,025.9% | -928.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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