+11.8%
CRM vs EMB
+29.3%
-17.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -1.2% | -3.2% | -3.2% |
| 30D | +28.1% | -1.3% | +29.4% | +29.9% |
| 3M | +48.8% | -1.8% | +50.6% | +51.7% |
| 6M | +28.3% | +0.2% | +28.1% | +27.6% |
| YTD | -6.0% | +0.4% | -6.4% | -6.8% |
| 1Y | +1.4% | +2.8% | -1.4% | -2.6% |
| 3Y | +11.8% | +29.1% | -17.3% | -15.5% |
| All | +11.8% | +29.3% | -17.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling