+1.4%
CRM vs EMR
+15.3%
-13.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +2.1% |
| 7D | -4.4% | -0.4% | -4.0% | -4.5% |
| 30D | +28.1% | -6.8% | +34.9% | +27.7% |
| 3M | +48.8% | +7.5% | +41.4% | +49.7% |
| 6M | +28.3% | +9.9% | +18.4% | +29.0% |
| YTD | -6.0% | +16.0% | -22.0% | -7.1% |
| 1Y | +1.4% | +12.4% | -11.0% | +1.4% |
| All | +1.4% | +15.3% | -13.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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