+15.0%
EEM vs CRS
-3.8%
+18.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.2% |
| 7D | -3.0% | +4.3% | -7.3% | -4.1% |
| 30D | -10.3% | -25.5% | +15.1% | -3.8% |
| 3M | -6.6% | -48.7% | +42.1% | +11.3% |
| 6M | -3.4% | -31.6% | +28.3% | +6.4% |
| YTD | +13.2% | -7.0% | +20.3% | +18.6% |
| 1Y | +15.0% | -4.5% | +19.5% | +20.1% |
| All | +15.0% | -3.8% | +18.8% | +20.1% |
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