+35.3%
EMB vs CP
+255.2%
-219.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | +2.8% | -2.3% | 0.0% |
| 30D | +0.9% | +11.0% | -10.2% | -0.9% |
| 3M | -2.1% | +3.8% | -6.0% | -2.8% |
| 6M | -2.2% | +9.5% | -11.7% | -3.9% |
| YTD | -0.6% | +28.2% | -28.8% | -5.1% |
| 1Y | +0.2% | +33.0% | -32.7% | -4.9% |
| 3Y | +29.5% | +35.5% | -6.0% | +21.2% |
| 5Y | +8.0% | +25.8% | -17.8% | +1.4% |
| 10Y | +35.3% | +250.7% | -215.4% | +7.5% |
| All | +35.3% | +255.2% | -219.9% | +7.5% |
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