+30.7%
EMB vs CG
+324.5%
-293.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.3% |
| 7D | 0.0% | -6.4% | +6.4% | +0.9% |
| 30D | -0.3% | -7.1% | +6.8% | +0.6% |
| 3M | -0.3% | -1.6% | +1.3% | -0.3% |
| 6M | +0.7% | -8.3% | +9.1% | +1.5% |
| YTD | +1.3% | -23.8% | +25.1% | +4.2% |
| 1Y | +4.7% | -28.7% | +33.4% | +8.4% |
| 3Y | +30.1% | +49.2% | -19.1% | +18.5% |
| 5Y | +6.9% | +5.5% | +1.3% | -0.2% |
| 10Y | +30.7% | +331.2% | -300.5% | +4.9% |
| All | +30.7% | +324.5% | -293.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling