-0.8%
CRM vs EEM
+45.2%
-46.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.2% |
| 7D | -4.4% | -1.3% | -3.2% | -3.8% |
| 30D | +28.1% | +2.1% | +26.1% | +26.5% |
| 3M | +48.8% | +1.0% | +47.8% | +45.8% |
| 6M | +28.3% | +15.9% | +12.3% | +11.8% |
| YTD | -6.0% | +24.6% | -30.7% | -23.7% |
| 1Y | +1.4% | +32.3% | -30.8% | -21.9% |
| 3Y | +11.8% | +85.9% | -74.1% | -37.7% |
| All | -0.8% | +45.2% | -46.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling