+16.6%
EMR vs CRL
+78.8%
-62.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | -5.6% | +10.7% | -16.3% | -8.4% |
| 3M | +7.9% | +55.3% | -47.3% | -5.4% |
| 6M | +6.0% | +60.7% | -54.6% | -9.1% |
| YTD | +16.4% | +44.6% | -28.2% | +2.3% |
| 1Y | +16.6% | +77.7% | -61.1% | -3.6% |
| All | +16.6% | +78.8% | -62.2% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling