+1,284.9%
EME vs CRL
+249.3%
+1,035.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | +0.9% | -6.9% | +7.9% | +2.9% |
| 30D | -8.4% | -3.2% | -5.2% | -7.6% |
| 3M | -3.6% | +46.5% | -50.2% | -14.1% |
| 6M | +3.6% | +63.1% | -59.6% | -11.4% |
| YTD | +22.5% | +36.9% | -14.3% | +9.5% |
| 1Y | +18.2% | +78.1% | -59.9% | -3.0% |
| 3Y | +238.4% | +36.7% | +201.7% | +184.8% |
| 5Y | +550.5% | -38.1% | +588.6% | +606.6% |
| All | +1,284.9% | +249.3% | +1,035.5% | +605.3% |
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 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