+11.8%
CRM vs EME
+252.2%
-240.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.7% |
| 7D | -4.4% | +3.5% | -8.0% | -4.6% |
| 30D | +28.1% | -6.3% | +34.5% | +28.5% |
| 3M | +48.8% | -3.8% | +52.6% | +49.1% |
| 6M | +28.3% | +8.5% | +19.7% | +25.1% |
| YTD | -6.0% | +27.8% | -33.8% | -12.2% |
| 1Y | +1.4% | +22.2% | -20.8% | -5.9% |
| 3Y | +11.8% | +253.5% | -241.6% | -24.0% |
| All | +11.8% | +252.2% | -240.4% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling