+60.8%
EMB vs CNH
+64.7%
-3.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.4% |
| 7D | 0.0% | +23.3% | -23.3% | -2.1% |
| 30D | -0.3% | +33.5% | -33.8% | -3.2% |
| 3M | -0.4% | +32.7% | -33.1% | -3.4% |
| 6M | +0.1% | +22.2% | -22.1% | -2.3% |
| YTD | +1.6% | +57.7% | -56.1% | -3.4% |
| 1Y | +5.6% | +28.0% | -22.4% | +2.4% |
| 3Y | +29.8% | +11.5% | +18.3% | +26.2% |
| 5Y | +7.3% | +11.9% | -4.6% | +3.0% |
| 10Y | +30.4% | +162.8% | -132.4% | +12.4% |
| All | +60.8% | +64.7% | -3.9% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling