+858.2%
CRS vs EMB
+8.4%
+849.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +4.4% | -0.4% | +4.8% | +5.1% |
| 30D | -19.1% | +1.5% | -20.7% | -20.9% |
| 3M | -43.2% | -1.6% | -41.7% | -41.9% |
| 6M | -28.9% | -1.5% | -27.4% | -27.1% |
| YTD | -3.0% | -0.1% | -2.9% | -2.0% |
| 1Y | -5.3% | +0.5% | -5.8% | -5.1% |
| 3Y | +363.5% | +30.2% | +333.3% | +240.5% |
| 5Y | +858.2% | +8.6% | +849.6% | +673.1% |
| All | +858.2% | +8.4% | +849.8% | +673.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling