+35.3%
EMB vs CPB
-40.9%
+76.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.5% | +2.9% | -2.4% | +0.4% |
| 30D | +0.9% | +17.6% | -16.7% | +0.3% |
| 3M | -2.1% | +2.0% | -4.2% | -2.2% |
| 6M | -2.2% | +11.6% | -13.8% | -2.7% |
| YTD | -0.6% | -13.8% | +13.2% | -0.2% |
| 1Y | +0.2% | -21.6% | +21.8% | +1.0% |
| 3Y | +29.5% | -35.8% | +65.3% | +31.2% |
| 5Y | +8.0% | -33.3% | +41.3% | +9.1% |
| 10Y | +35.3% | -39.4% | +74.8% | +35.7% |
| All | +35.3% | -40.9% | +76.2% | +35.7% |
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