+40.5%
EEM vs CRS
+102.1%
-61.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | +4.5% | -16.6% | +21.2% | +8.6% |
| 3M | -0.1% | -3.5% | +3.4% | +0.9% |
| 6M | +16.9% | +15.4% | +1.5% | +13.7% |
| YTD | +26.2% | +51.2% | -25.0% | +20.0% |
| 1Y | +40.5% | +98.3% | -57.8% | +32.4% |
| All | +40.5% | +102.1% | -61.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling