+70.7%
EEM vs CRL
+97.9%
-27.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +2.7% | +0.1% | +2.5% | +2.7% |
| 30D | -5.4% | +11.9% | -17.3% | -6.8% |
| 3M | -8.6% | +20.2% | -28.8% | -10.9% |
| 6M | -8.9% | +107.5% | -116.4% | -17.2% |
| YTD | +11.9% | +69.4% | -57.5% | +3.7% |
| 1Y | +13.1% | +99.7% | -86.7% | +2.7% |
| 3Y | +70.7% | +98.8% | -28.1% | +42.1% |
| All | +70.7% | +97.9% | -27.3% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling