-10.0%
CRM vs EEM
+14.8%
-24.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +2.4% |
| 7D | -6.2% | -3.0% | -3.2% | -6.8% |
| 30D | -1.2% | -10.3% | +9.2% | -3.3% |
| 3M | +19.1% | -6.6% | +25.8% | +17.5% |
| 6M | +23.0% | -3.4% | +26.3% | +21.7% |
| YTD | -13.7% | +13.2% | -26.9% | -17.9% |
| 1Y | -10.0% | +15.0% | -25.0% | -15.7% |
| All | -10.0% | +14.8% | -24.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 1y: compounded portfolio wealth divided by compounded EEM 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…
1y analysis · Full analysis span regression · 6 months rolling