+90.2%
EMR vs CRS
+800.5%
-710.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.8% |
| 7D | +2.8% | +4.8% | -1.9% | +1.5% |
| 30D | +3.7% | -23.2% | +26.8% | +10.3% |
| 3M | +2.0% | -45.5% | +47.5% | +19.1% |
| 6M | +22.1% | -33.1% | +55.2% | +34.2% |
| YTD | +27.2% | -7.2% | +34.4% | +27.3% |
| 1Y | +32.0% | -10.0% | +42.1% | +33.0% |
| 3Y | +103.3% | +332.3% | -229.1% | +29.7% |
| All | +90.2% | +800.5% | -710.3% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling