+125.7%
EEM vs CRL
+249.3%
-123.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.7% |
| 7D | -0.7% | -6.9% | +6.2% | +1.0% |
| 30D | +2.4% | -3.2% | +5.6% | +3.1% |
| 3M | +4.2% | +46.5% | -42.4% | -5.6% |
| 6M | +14.8% | +63.1% | -48.3% | +0.5% |
| YTD | +23.1% | +36.9% | -13.8% | +12.0% |
| 1Y | +32.5% | +78.1% | -45.6% | +12.0% |
| 3Y | +85.9% | +36.7% | +49.2% | +59.6% |
| 5Y | +43.6% | -38.1% | +81.7% | +55.7% |
| All | +125.7% | +249.3% | -123.6% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling