+6.1%
EMB vs CNI
+12.6%
-6.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -1.3% | -2.7% | +1.4% | -0.8% |
| 3M | -1.8% | +3.9% | -5.7% | -2.6% |
| 6M | +0.2% | +16.4% | -16.2% | -2.8% |
| YTD | +0.4% | +25.8% | -25.4% | -4.1% |
| 1Y | +2.8% | +32.4% | -29.6% | -2.8% |
| 3Y | +29.1% | +19.1% | +10.1% | +23.4% |
| All | +6.1% | +12.6% | -6.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling