+1,549.4%
CRM vs EMB
+129.5%
+1,419.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | -8.1% | -1.1% | -7.0% | -7.2% |
| 30D | +23.1% | -1.1% | +24.1% | +24.2% |
| 3M | +42.5% | -0.8% | +43.3% | +43.4% |
| 6M | +25.3% | -0.1% | +25.4% | +25.2% |
| YTD | -7.8% | +0.4% | -8.3% | -8.4% |
| 1Y | +1.0% | +3.3% | -2.3% | -2.0% |
| 3Y | +10.0% | +29.0% | -19.1% | -11.5% |
| 5Y | -3.9% | +6.3% | -10.2% | -9.6% |
| 10Y | +233.2% | +29.7% | +203.5% | +177.0% |
| All | +1,549.4% | +129.5% | +1,419.9% | +946.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling