+28.7%
EMB vs CP
+253.8%
-225.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -0.1% | +2.8% | -2.9% | -0.6% |
| 30D | +1.3% | +10.2% | -8.9% | -0.4% |
| 3M | -2.2% | +2.4% | -4.6% | -2.7% |
| 6M | -2.3% | +7.7% | -10.0% | -3.7% |
| YTD | -0.6% | +26.0% | -26.6% | -4.8% |
| 1Y | +0.5% | +34.6% | -34.2% | -4.9% |
| 3Y | +29.4% | +26.7% | +2.7% | +22.6% |
| 5Y | +6.5% | +24.9% | -18.4% | +0.2% |
| All | +28.7% | +253.8% | -225.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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