+39.4%
CRL vs EFV
+88.7%
-49.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -4.6% | -0.5% | -4.1% | -4.1% |
| 30D | +0.5% | 0.0% | +0.5% | +0.5% |
| 3M | +46.6% | +8.4% | +38.2% | +35.0% |
| 6M | +57.3% | +12.3% | +44.9% | +38.9% |
| YTD | +39.5% | +17.4% | +22.1% | +16.8% |
| 1Y | +76.9% | +27.1% | +49.7% | +35.7% |
| All | +39.4% | +88.7% | -49.3% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling