+612.8%
CRS vs EME
+237.6%
+375.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -4.1% | +0.9% | -5.1% | -4.7% |
| 30D | -16.6% | -8.4% | -8.2% | -12.8% |
| 3M | -14.3% | -3.6% | -10.7% | -13.9% |
| 6M | +11.6% | +3.6% | +8.0% | +7.2% |
| YTD | +42.6% | +22.5% | +20.1% | +23.3% |
| 1Y | +81.8% | +18.2% | +63.6% | +57.5% |
| All | +612.8% | +237.6% | +375.2% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling