-0.8%
CRM vs EFA
+52.4%
-53.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.1% |
| 7D | -4.4% | -1.5% | -2.9% | -3.1% |
| 30D | +28.1% | -1.7% | +29.8% | +30.0% |
| 3M | +48.8% | +3.5% | +45.3% | +43.7% |
| 6M | +28.3% | +9.5% | +18.8% | +15.9% |
| YTD | -6.0% | +12.9% | -18.9% | -18.2% |
| 1Y | +1.4% | +18.2% | -16.8% | -16.1% |
| 3Y | +11.8% | +64.8% | -53.0% | -37.0% |
| All | -0.8% | +52.4% | -53.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling