+30.4%
EMB vs CRL
+37.9%
-7.6%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | +0.3% | -0.6% | +0.8% | +0.3% |
| 30D | -0.5% | +5.0% | -5.5% | -0.8% |
| 3M | +0.3% | +50.6% | -50.3% | -2.3% |
| 6M | +1.2% | +60.9% | -59.8% | -2.1% |
| YTD | +1.5% | +40.7% | -39.3% | -1.1% |
| 1Y | +4.8% | +73.3% | -68.5% | +0.5% |
| 3Y | +30.4% | +40.6% | -10.2% | +24.3% |
| All | +30.4% | +37.9% | -7.6% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling