+1,401.6%
CRS vs EMB
+6.1%
+1,395.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.1% |
| 7D | -4.1% | -1.1% | -3.0% | -2.6% |
| 30D | -16.6% | -1.1% | -15.5% | -15.3% |
| 3M | -14.3% | -0.8% | -13.5% | -13.1% |
| 6M | +11.6% | -0.1% | +11.6% | +12.5% |
| YTD | +42.6% | +0.4% | +42.1% | +43.0% |
| 1Y | +81.8% | +3.3% | +78.5% | +75.9% |
| 3Y | +632.1% | +29.0% | +603.0% | +444.1% |
| 5Y | +1,401.6% | +6.3% | +1,395.3% | +1,228.6% |
| All | +1,401.6% | +6.1% | +1,395.6% | +1,228.6% |
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