+125.6%
EMB vs CP
+806.2%
-680.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -0.1% | +2.8% | -2.9% | -0.4% |
| 30D | +1.3% | +10.2% | -8.9% | +0.3% |
| 3M | -2.7% | +2.4% | -5.1% | -3.0% |
| 6M | -2.8% | +7.7% | -10.5% | -3.7% |
| YTD | -1.1% | +26.0% | -27.1% | -3.6% |
| 1Y | 0.0% | +34.6% | -34.7% | -3.2% |
| 3Y | +28.8% | +26.7% | +2.1% | +24.8% |
| 5Y | +6.0% | +24.9% | -18.9% | +2.4% |
| 10Y | +29.1% | +258.6% | -229.5% | +13.8% |
| All | +125.6% | +806.2% | -680.6% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling