+854.3%
EEM vs CRL
+1,064.2%
-210.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.3% |
| 7D | +2.3% | -1.0% | +3.4% | +2.6% |
| 30D | +4.5% | +10.7% | -6.1% | +1.2% |
| 3M | -0.1% | +55.3% | -55.3% | -13.8% |
| 6M | +16.9% | +60.7% | -43.7% | -1.3% |
| YTD | +26.2% | +44.6% | -18.4% | +9.4% |
| 1Y | +40.5% | +77.7% | -37.2% | +12.8% |
| 3Y | +86.2% | +37.6% | +48.6% | +51.4% |
| 5Y | +45.5% | -35.8% | +81.3% | +50.2% |
| 10Y | +128.6% | +241.7% | -113.1% | +13.1% |
| All | +854.3% | +1,064.2% | -210.0% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling