+1.4%
CRM vs EME
+21.8%
-20.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +2.9% |
| 7D | -4.4% | +3.5% | -8.0% | -3.7% |
| 30D | +28.1% | -6.3% | +34.5% | +26.2% |
| 3M | +48.8% | -3.8% | +52.6% | +49.1% |
| 6M | +28.3% | +8.5% | +19.7% | +30.1% |
| YTD | -6.0% | +27.8% | -33.8% | -5.4% |
| 1Y | +1.4% | +22.2% | -20.8% | -1.1% |
| All | +1.4% | +21.8% | -20.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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