-10.0%
CRM vs EFA
+16.9%
-26.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.7% |
| 7D | -6.2% | +2.0% | -8.2% | -5.9% |
| 30D | -1.2% | +1.6% | -2.8% | -0.9% |
| 3M | +19.1% | -1.5% | +20.6% | +18.8% |
| 6M | +23.0% | +6.6% | +16.3% | +23.4% |
| YTD | -13.7% | +11.8% | -25.5% | -16.8% |
| 1Y | -10.0% | +16.9% | -26.8% | -17.1% |
| All | -10.0% | +16.9% | -26.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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