+29.7%
EMB vs CNH
+152.9%
-123.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.4% | +0.5% |
| 7D | +0.3% | +8.8% | -8.5% | -0.7% |
| 30D | -0.5% | +24.7% | -25.1% | -3.0% |
| 3M | +0.3% | +27.3% | -27.0% | -2.6% |
| 6M | +1.2% | +23.2% | -22.0% | -1.7% |
| YTD | +1.5% | +48.9% | -47.5% | -3.6% |
| 1Y | +4.8% | +19.4% | -14.6% | +1.9% |
| 3Y | +30.4% | +7.8% | +22.6% | +26.7% |
| 5Y | +7.3% | +8.7% | -1.5% | +2.6% |
| 10Y | +29.7% | +149.5% | -119.8% | +10.0% |
| All | +29.7% | +152.9% | -123.2% | +10.0% |
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