+83.5%
CRL vs EFV
+25.8%
+57.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.1% | -10.4% | -9.0% |
| 7D | -12.8% | +2.9% | -15.6% | -14.2% |
| 30D | +5.0% | +3.6% | +1.4% | +2.7% |
| 3M | +39.4% | -0.1% | +39.5% | +39.9% |
| 6M | +89.4% | +9.6% | +79.7% | +76.7% |
| YTD | +63.6% | +17.0% | +46.6% | +40.7% |
| 1Y | +83.5% | +25.7% | +57.8% | +45.2% |
| All | +83.5% | +25.8% | +57.6% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling