+836.0%
CRS vs EMB
+132.1%
+703.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -16.6% | -0.3% | -16.3% | -16.3% |
| 3M | -3.5% | -0.4% | -3.1% | -2.8% |
| 6M | +15.4% | +0.1% | +15.3% | +16.1% |
| YTD | +51.2% | +1.6% | +49.6% | +49.4% |
| 1Y | +98.3% | +5.6% | +92.7% | +87.0% |
| 3Y | +651.5% | +29.8% | +621.7% | +457.4% |
| 5Y | +1,411.1% | +7.3% | +1,403.8% | +1,308.7% |
| 10Y | +1,424.3% | +30.4% | +1,393.9% | +1,124.0% |
| All | +836.0% | +132.1% | +703.8% | +588.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling