+121.1%
EEM vs CRL
+350.3%
-229.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | -5.4% | +11.9% | -17.3% | -8.2% |
| 3M | -8.6% | +20.2% | -28.8% | -13.0% |
| 6M | -8.9% | +107.5% | -116.4% | -24.7% |
| YTD | +11.9% | +69.4% | -57.5% | -3.7% |
| 1Y | +13.1% | +99.7% | -86.7% | -6.9% |
| 3Y | +70.7% | +98.8% | -28.1% | +31.9% |
| 5Y | +31.8% | -12.4% | +44.2% | +29.5% |
| All | +121.1% | +350.3% | -229.1% | +22.4% |
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 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