+127.9%
EMB vs CRL
+428.1%
-300.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.4% | +5.0% | -5.4% | -0.9% |
| 30D | +1.5% | +13.5% | -12.0% | +0.2% |
| 3M | -1.6% | +21.5% | -23.1% | -3.5% |
| 6M | -1.5% | +103.4% | -104.9% | -8.1% |
| YTD | -0.1% | +71.8% | -71.9% | -5.7% |
| 1Y | +0.5% | +97.5% | -97.0% | -6.5% |
| 3Y | +30.2% | +99.2% | -69.0% | +18.6% |
| 5Y | +8.6% | -12.1% | +20.7% | +5.6% |
| 10Y | +36.9% | +359.2% | -322.3% | +13.7% |
| All | +127.9% | +428.1% | -300.2% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling