+6.1%
EMB vs CP
+24.4%
-18.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -0.1% | +2.8% | -2.9% | -0.5% |
| 30D | +1.3% | +10.2% | -8.9% | -0.2% |
| 3M | -2.7% | +2.4% | -5.1% | -3.1% |
| 6M | -2.8% | +7.7% | -10.5% | -4.1% |
| YTD | -1.1% | +26.0% | -27.1% | -5.0% |
| 1Y | 0.0% | +34.6% | -34.7% | -5.0% |
| 3Y | +28.8% | +26.7% | +2.1% | +22.1% |
| All | +6.1% | +24.4% | -18.3% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling