+5,760.6%
CRM vs EEM
+512.4%
+5,248.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.1% |
| 7D | -4.4% | -1.3% | -3.2% | -3.6% |
| 30D | +28.1% | +2.1% | +26.1% | +26.1% |
| 3M | +48.8% | +1.0% | +47.8% | +45.0% |
| 6M | +28.3% | +15.9% | +12.3% | +11.1% |
| YTD | -6.0% | +24.6% | -30.7% | -23.3% |
| 1Y | +1.4% | +32.3% | -30.8% | -20.8% |
| 3Y | +11.8% | +85.9% | -74.1% | -32.5% |
| 5Y | -2.0% | +45.4% | -47.4% | -28.8% |
| 10Y | +239.6% | +130.1% | +109.5% | +76.3% |
| All | +5,760.6% | +512.4% | +5,248.2% | +989.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling