+15,255.8%
EME vs CRL
+1,379.5%
+13,876.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | +1.9% | -1.0% | +2.9% | +2.2% |
| 30D | -8.3% | +10.7% | -18.9% | -11.2% |
| 3M | -10.7% | +55.3% | -66.0% | -22.7% |
| 6M | +1.9% | +60.7% | -58.8% | -13.7% |
| YTD | +23.5% | +44.6% | -21.2% | +7.3% |
| 1Y | +18.0% | +77.7% | -59.8% | -4.7% |
| 3Y | +236.1% | +37.6% | +198.5% | +177.7% |
| 5Y | +527.9% | -35.8% | +563.7% | +541.7% |
| 10Y | +1,252.8% | +241.7% | +1,011.0% | +644.4% |
| All | +15,255.8% | +1,379.5% | +13,876.3% | +5,768.9% |
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