+851.2%
EEM vs CRS
+12,697.0%
-11,845.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +5.1% | -18.1% | +23.2% | +12.1% |
| 3M | +4.6% | -12.4% | +17.0% | +8.7% |
| 6M | +17.8% | +15.9% | +1.8% | +10.8% |
| YTD | +25.8% | +45.8% | -20.0% | +8.9% |
| 1Y | +36.4% | +87.8% | -51.4% | +6.6% |
| 3Y | +90.0% | +648.7% | -558.7% | -14.9% |
| 5Y | +46.6% | +1,416.6% | -1,370.1% | -53.1% |
| 10Y | +132.3% | +1,412.7% | -1,280.4% | -42.1% |
| All | +851.2% | +12,697.0% | -11,845.8% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling