+126.7%
EMB vs CPB
+18.0%
+108.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.1% | +8.0% | -8.1% | -0.5% |
| 30D | +1.3% | +22.4% | -21.1% | +0.3% |
| 3M | -2.2% | +3.8% | -6.1% | -2.5% |
| 6M | -2.3% | +13.7% | -16.0% | -3.1% |
| YTD | -0.6% | -11.7% | +11.1% | -0.3% |
| 1Y | +0.5% | -18.1% | +18.6% | +1.2% |
| 3Y | +29.4% | -34.7% | +64.2% | +31.5% |
| 5Y | +6.5% | -30.6% | +37.0% | +7.5% |
| 10Y | +29.8% | -37.1% | +66.9% | +31.0% |
| All | +126.7% | +18.0% | +108.7% | +121.9% |
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