+801.7%
CRS vs EMB
+36.5%
+765.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.2% |
| 7D | +4.8% | -0.9% | +5.7% | +6.7% |
| 30D | -23.2% | +0.4% | -23.5% | -23.7% |
| 3M | -45.5% | -3.1% | -42.4% | -42.2% |
| 6M | -33.1% | -2.1% | -31.1% | -30.3% |
| YTD | -7.2% | -1.1% | -6.1% | -4.3% |
| 1Y | -10.0% | -0.1% | -10.0% | -8.9% |
| 3Y | +332.3% | +29.6% | +302.7% | +176.0% |
| 5Y | +801.9% | +7.2% | +794.7% | +751.9% |
| All | +801.7% | +36.5% | +765.3% | +538.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling