+46.6%
EEM vs CRL
-37.6%
+84.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +2.0% | -4.6% | +6.6% | +2.7% |
| 30D | +5.1% | +0.5% | +4.6% | +5.0% |
| 3M | +4.6% | +46.6% | -42.0% | -2.0% |
| 6M | +17.8% | +57.3% | -39.5% | +8.6% |
| YTD | +25.8% | +39.5% | -13.7% | +17.9% |
| 1Y | +36.4% | +76.9% | -40.5% | +22.4% |
| 3Y | +90.0% | +39.4% | +50.6% | +72.0% |
| 5Y | +46.6% | -37.2% | +83.7% | +43.4% |
| All | +46.6% | -37.6% | +84.2% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling