+35.3%
EMB vs CG
+308.6%
-273.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +0.5% | +2.0% | -1.5% | +0.2% |
| 30D | +0.9% | +8.5% | -7.6% | -0.3% |
| 3M | -2.1% | -12.1% | +10.0% | -0.7% |
| 6M | -2.2% | -16.4% | +14.2% | -0.3% |
| YTD | -0.6% | -28.0% | +27.4% | +2.9% |
| 1Y | +0.2% | -18.9% | +19.1% | +2.0% |
| 3Y | +29.5% | +51.2% | -21.7% | +17.5% |
| 5Y | +8.0% | -15.9% | +23.9% | +4.0% |
| 10Y | +35.3% | +305.9% | -270.6% | +9.0% |
| All | +35.3% | +308.6% | -273.3% | +9.0% |
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