+29.7%
EMB vs CPB
-45.7%
+75.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | +0.3% | -8.2% | +8.5% | +0.6% |
| 30D | -0.5% | -5.6% | +5.1% | -0.3% |
| 3M | +0.3% | +3.0% | -2.6% | +0.1% |
| 6M | +1.2% | -12.7% | +13.9% | +1.6% |
| YTD | +1.5% | -18.0% | +19.4% | +2.1% |
| 1Y | +4.8% | -31.7% | +36.5% | +6.3% |
| 3Y | +30.4% | -41.0% | +71.3% | +32.7% |
| 5Y | +7.3% | -38.4% | +45.6% | +8.8% |
| 10Y | +29.7% | -45.0% | +74.7% | +32.2% |
| All | +29.7% | -45.7% | +75.4% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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