+59.1%
EMB vs CG
+295.0%
-235.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -0.4% | -3.8% | +3.4% | 0.0% |
| 30D | +1.5% | +7.5% | -6.0% | +0.6% |
| 3M | -1.6% | -14.4% | +12.8% | 0.0% |
| 6M | -1.5% | -15.7% | +14.2% | +0.1% |
| YTD | -0.1% | -29.0% | +28.9% | +3.2% |
| 1Y | +0.5% | -22.1% | +22.6% | +2.6% |
| 3Y | +30.2% | +49.1% | -18.9% | +20.3% |
| 5Y | +8.6% | -18.4% | +27.0% | +5.4% |
| 10Y | +36.9% | +295.1% | -258.2% | +12.5% |
| All | +59.1% | +295.0% | -235.8% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling