+57.3%
EMB vs CNH
+32.2%
+25.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -0.1% | -1.7% | +1.6% | +0.1% |
| 30D | +1.3% | -7.2% | +8.5% | +1.9% |
| 3M | -2.2% | +6.5% | -8.8% | -3.2% |
| 6M | -2.3% | +7.9% | -10.2% | -3.6% |
| YTD | -0.6% | +26.6% | -27.2% | -3.7% |
| 1Y | +0.5% | +13.8% | -13.3% | -1.7% |
| 3Y | +29.4% | +9.2% | +20.2% | +25.7% |
| 5Y | +6.5% | -15.6% | +22.1% | +4.9% |
| 10Y | +29.8% | +119.2% | -89.4% | +13.8% |
| All | +57.3% | +32.2% | +25.1% | +39.4% |
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