+35.3%
EMB vs CRL
+353.6%
-318.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | +0.5% | -1.7% | +2.2% | +0.6% |
| 30D | +0.9% | +14.6% | -13.7% | -0.7% |
| 3M | -2.1% | +24.8% | -26.9% | -4.7% |
| 6M | -2.2% | +94.7% | -96.9% | -9.5% |
| YTD | -0.6% | +73.4% | -74.0% | -7.3% |
| 1Y | +0.2% | +104.7% | -104.4% | -8.4% |
| 3Y | +29.5% | +101.1% | -71.5% | +15.4% |
| 5Y | +8.0% | -10.8% | +18.8% | +5.9% |
| 10Y | +35.3% | +358.8% | -323.5% | +8.1% |
| All | +35.3% | +353.6% | -318.3% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling