-28.9%
CRS vs EMB
-1.7%
-27.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | +4.4% | -0.4% | +4.8% | +5.4% |
| 30D | -19.1% | +1.5% | -20.7% | -21.7% |
| 3M | -43.2% | -1.6% | -41.7% | -39.6% |
| 6M | -28.9% | -1.5% | -27.4% | -24.4% |
| All | -28.9% | -1.7% | -27.2% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling