+13,332.7%
EME vs CRL
+1,633.2%
+11,699.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +8.4% | +0.1% | +8.2% | +8.4% |
| 30D | -11.5% | +11.9% | -23.4% | -14.6% |
| 3M | -20.6% | +20.2% | -40.8% | -25.4% |
| 6M | -28.5% | +107.5% | -136.0% | -43.9% |
| YTD | +8.0% | +69.4% | -61.4% | -11.0% |
| 1Y | +6.8% | +99.7% | -93.0% | -16.7% |
| 3Y | +213.9% | +98.8% | +115.1% | +129.9% |
| 5Y | +414.8% | -12.4% | +427.2% | +375.8% |
| 10Y | +916.9% | +352.9% | +564.1% | +410.6% |
| All | +13,332.7% | +1,633.2% | +11,699.6% | +4,767.5% |
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