+31.1%
EMB vs CNH
+134.0%
-102.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.3% | -0.5% |
| 7D | +0.8% | +8.6% | -7.7% | -0.1% |
| 30D | +1.5% | +12.6% | -11.1% | +0.1% |
| 3M | -1.9% | +17.5% | -19.4% | -4.0% |
| 6M | -1.6% | +18.1% | -19.7% | -4.0% |
| YTD | 0.0% | +40.4% | -40.4% | -4.6% |
| 1Y | +1.1% | +34.0% | -32.9% | -3.2% |
| 3Y | +30.9% | +35.3% | -4.4% | +23.5% |
| 5Y | +7.1% | -5.1% | +12.2% | +3.8% |
| 10Y | +31.1% | +124.0% | -92.9% | +14.6% |
| All | +31.1% | +134.0% | -102.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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