+911.9%
EMR vs CRL
+1,379.5%
-467.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | +7.9% | +55.3% | -47.3% | -6.1% |
| 6M | +6.0% | +60.7% | -54.6% | -9.5% |
| YTD | +16.4% | +44.6% | -28.2% | +2.3% |
| 1Y | +16.6% | +77.7% | -61.1% | -4.2% |
| 3Y | +62.9% | +37.6% | +25.2% | +38.0% |
| 5Y | +60.1% | -35.8% | +95.9% | +64.8% |
| 10Y | +268.7% | +241.7% | +27.0% | +124.7% |
| All | +911.9% | +1,379.5% | -467.5% | +349.7% |
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