+29.6%
EMB vs CP
+36.4%
-6.8%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -0.9% | +2.1% | -3.1% | -1.1% |
| 30D | +0.4% | +9.3% | -9.0% | -0.7% |
| 3M | -3.1% | +0.5% | -3.6% | -3.2% |
| 6M | -2.1% | +10.4% | -12.5% | -3.3% |
| YTD | -1.1% | +28.7% | -29.8% | -4.2% |
| 1Y | -0.1% | +33.2% | -33.2% | -3.7% |
| 3Y | +29.6% | +38.4% | -8.9% | +22.5% |
| All | +29.6% | +36.4% | -6.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling