+277.4%
EMR vs CRL
+244.4%
+32.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.9% | -4.6% | +5.5% | +2.6% |
| 30D | -5.0% | +0.5% | -5.4% | -5.2% |
| 3M | +5.9% | +46.6% | -40.7% | -8.3% |
| 6M | +7.3% | +57.3% | -49.9% | -10.4% |
| YTD | +14.6% | +39.5% | -25.0% | -0.5% |
| 1Y | +15.6% | +76.9% | -61.2% | -8.5% |
| 3Y | +60.2% | +39.4% | +20.8% | +30.4% |
| 5Y | +65.8% | -37.2% | +103.0% | +81.7% |
| 10Y | +277.4% | +253.4% | +24.0% | +79.5% |
| All | +277.4% | +244.4% | +32.9% | +79.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling