+240.5%
CRL vs EFV
+167.0%
+73.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | -6.9% | -2.0% | -4.9% | -5.1% |
| 30D | -3.2% | -0.2% | -3.0% | -3.0% |
| 3M | +46.5% | +9.1% | +37.4% | +34.3% |
| 6M | +63.1% | +11.7% | +51.4% | +45.9% |
| YTD | +36.9% | +17.0% | +19.8% | +16.5% |
| 1Y | +78.1% | +26.7% | +51.4% | +40.6% |
| 3Y | +36.7% | +90.2% | -53.5% | -27.2% |
| 5Y | -38.1% | +96.1% | -134.2% | -68.0% |
| All | +240.5% | +167.0% | +73.5% | +32.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling