+5,760.6%
CRM vs EME
+7,595.8%
-1,835.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +0.2% |
| 7D | -4.4% | +3.5% | -8.0% | -5.8% |
| 30D | +28.1% | -6.3% | +34.5% | +31.1% |
| 3M | +48.8% | -3.8% | +52.6% | +46.7% |
| 6M | +28.3% | +8.5% | +19.7% | +18.0% |
| YTD | -6.0% | +27.8% | -33.8% | -20.7% |
| 1Y | +1.4% | +22.2% | -20.8% | -14.5% |
| 3Y | +11.8% | +253.5% | -241.6% | -45.7% |
| 5Y | -2.0% | +578.6% | -580.6% | -65.8% |
| 10Y | +239.6% | +1,355.6% | -1,115.9% | -27.1% |
| All | +5,760.6% | +7,595.8% | -1,835.2% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling