+6,520.7%
CRS vs EME
+62,686.4%
-56,165.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.8% |
| 7D | -3.1% | +5.2% | -8.2% | -5.6% |
| 30D | -19.6% | -5.4% | -14.3% | -17.5% |
| 3M | -8.1% | -6.1% | -2.0% | -7.2% |
| 6M | +18.6% | +9.7% | +8.9% | +10.6% |
| YTD | +45.9% | +26.6% | +19.3% | +26.1% |
| 1Y | +82.5% | +24.6% | +57.8% | +57.5% |
| 3Y | +648.9% | +249.6% | +399.3% | +272.9% |
| 5Y | +1,438.1% | +556.6% | +881.6% | +458.0% |
| 10Y | +1,327.0% | +1,286.6% | +40.4% | +281.5% |
| All | +6,520.7% | +62,686.4% | -56,165.7% | +941.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling