+60.2%
EMR vs CRS
+636.9%
-576.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.5% |
| 7D | +3.1% | -3.1% | +6.1% | +3.9% |
| 30D | -3.5% | -19.6% | +16.1% | +2.3% |
| 3M | +9.8% | -8.1% | +17.9% | +11.9% |
| 6M | +10.8% | +18.6% | -7.8% | +5.3% |
| YTD | +15.9% | +45.9% | -29.9% | +4.1% |
| 1Y | +16.4% | +82.5% | -66.0% | -2.3% |
| All | +60.2% | +636.9% | -576.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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