+131.7%
EMB vs CPB
+7.7%
+124.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | 0.0% | -8.6% | +8.6% | +0.4% |
| 30D | -0.3% | -7.2% | +6.9% | 0.0% |
| 3M | -0.4% | +0.9% | -1.3% | -0.6% |
| 6M | +0.1% | -11.8% | +11.9% | +0.6% |
| YTD | +1.6% | -19.4% | +21.0% | +2.5% |
| 1Y | +5.6% | -30.4% | +36.0% | +7.2% |
| 3Y | +29.8% | -40.2% | +70.0% | +32.5% |
| 5Y | +7.3% | -39.5% | +46.8% | +9.1% |
| 10Y | +30.4% | -47.4% | +77.8% | +33.1% |
| All | +131.7% | +7.7% | +124.0% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling