+65.8%
EMR vs CRS
+1,446.1%
-1,380.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.9% | -0.5% | +1.5% | +1.0% |
| 30D | -5.0% | -18.1% | +13.1% | +0.2% |
| 3M | +5.9% | -12.4% | +18.4% | +9.4% |
| 6M | +7.3% | +15.9% | -8.6% | +2.5% |
| YTD | +14.6% | +45.8% | -31.3% | +2.4% |
| 1Y | +15.6% | +87.8% | -72.1% | -4.4% |
| 3Y | +60.2% | +648.7% | -588.5% | -11.0% |
| 5Y | +65.8% | +1,416.6% | -1,350.8% | -26.3% |
| All | +65.8% | +1,446.1% | -1,380.2% | -26.3% |
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