+5,676.4%
CRM vs EMR
+804.5%
+4,871.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -5.0% | +0.9% | -5.9% | -5.5% |
| 30D | +23.6% | -5.0% | +28.6% | +26.9% |
| 3M | +39.6% | +5.9% | +33.7% | +33.2% |
| 6M | +23.4% | +7.3% | +16.1% | +14.5% |
| YTD | -7.4% | +14.6% | -21.9% | -18.3% |
| 1Y | -2.3% | +15.6% | -18.0% | -14.8% |
| 3Y | +10.5% | +60.2% | -49.7% | -23.5% |
| 5Y | -4.7% | +65.8% | -70.6% | -36.2% |
| 10Y | +234.7% | +277.4% | -42.6% | +14.2% |
| All | +5,676.4% | +804.5% | +4,871.9% | +860.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling