+82.7%
CRS vs EME
+21.8%
+60.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -3.1% |
| 7D | -6.8% | +3.5% | -10.3% | -8.3% |
| 30D | -16.1% | -6.3% | -9.8% | -13.7% |
| 3M | -21.2% | -3.8% | -17.4% | -19.1% |
| 6M | +8.7% | +8.5% | +0.2% | +3.5% |
| YTD | +41.0% | +27.8% | +13.2% | +21.3% |
| 1Y | +82.7% | +22.2% | +60.4% | +40.2% |
| All | +82.7% | +21.8% | +60.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling