+62.9%
EMR vs CRL
-37.4%
+100.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.3% |
| 7D | +3.1% | -0.6% | +3.6% | +3.2% |
| 30D | -3.5% | +5.0% | -8.5% | -4.9% |
| 3M | +9.8% | +50.6% | -40.8% | -2.8% |
| 6M | +10.8% | +60.9% | -50.1% | -4.6% |
| YTD | +15.9% | +40.7% | -24.8% | +3.4% |
| 1Y | +16.4% | +73.3% | -56.9% | -2.5% |
| 3Y | +62.1% | +40.6% | +21.5% | +38.0% |
| 5Y | +62.9% | -37.0% | +99.9% | +65.2% |
| All | +62.9% | -37.4% | +100.3% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling