+40.5%
EEM vs CRL
+78.8%
-38.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +2.3% | -1.0% | +3.4% | +2.4% |
| 30D | +4.5% | +10.7% | -6.1% | +3.3% |
| 3M | -0.1% | +55.3% | -55.3% | -5.5% |
| 6M | +16.9% | +60.7% | -43.7% | +9.3% |
| YTD | +26.2% | +44.6% | -18.4% | +18.8% |
| 1Y | +40.5% | +77.7% | -37.2% | +29.4% |
| All | +40.5% | +78.8% | -38.3% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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