+62.1%
EMR vs CRL
+37.9%
+24.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.4% |
| 7D | +3.1% | -0.6% | +3.6% | +3.2% |
| 30D | -3.5% | +5.0% | -8.5% | -5.0% |
| 3M | +9.8% | +50.6% | -40.8% | -3.3% |
| 6M | +10.8% | +60.9% | -50.1% | -5.3% |
| YTD | +15.9% | +40.7% | -24.8% | +2.9% |
| 1Y | +16.4% | +73.3% | -56.9% | -3.4% |
| 3Y | +62.1% | +40.6% | +21.5% | +38.1% |
| All | +62.1% | +37.9% | +24.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling