+555.7%
EME vs CRL
-37.4%
+593.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.3% |
| 7D | +2.7% | -4.6% | +7.3% | +3.7% |
| 30D | -6.8% | +0.5% | -7.3% | -6.9% |
| 3M | -8.8% | +46.6% | -55.4% | -16.0% |
| 6M | +5.0% | +57.3% | -52.3% | -5.3% |
| YTD | +23.5% | +39.5% | -16.0% | +13.7% |
| 1Y | +21.3% | +76.9% | -55.6% | +5.7% |
| 3Y | +241.1% | +39.4% | +201.7% | +202.1% |
| All | +555.7% | -37.4% | +593.1% | +538.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling