+91.0%
EEM vs CRL
+37.9%
+53.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | +3.1% | -0.6% | +3.6% | +3.1% |
| 30D | +4.9% | +5.0% | -0.1% | +4.2% |
| 3M | +5.2% | +50.6% | -45.4% | -0.4% |
| 6M | +20.7% | +60.9% | -40.2% | +12.9% |
| YTD | +26.5% | +40.7% | -14.3% | +19.9% |
| 1Y | +37.8% | +73.3% | -35.5% | +27.0% |
| 3Y | +91.0% | +40.6% | +50.4% | +75.8% |
| All | +91.0% | +37.9% | +53.1% | +75.8% |
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