+29.7%
EMB vs CP
+219.6%
-189.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.1% |
| 30D | -0.5% | -0.5% | 0.0% | -0.4% |
| 3M | +0.3% | +1.4% | -1.1% | 0.0% |
| 6M | +1.2% | +10.3% | -9.1% | -0.7% |
| YTD | +1.5% | +24.3% | -22.8% | -2.5% |
| 1Y | +4.8% | +20.4% | -15.6% | +1.1% |
| 3Y | +30.4% | +21.8% | +8.6% | +24.4% |
| 5Y | +7.3% | +31.5% | -24.3% | -0.1% |
| 10Y | +29.7% | +223.2% | -193.5% | +4.6% |
| All | +29.7% | +219.6% | -189.9% | +4.6% |
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