+5,760.6%
CRM vs EFA
+330.9%
+5,429.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.0% |
| 7D | -4.4% | -1.5% | -2.9% | -3.0% |
| 30D | +28.1% | -1.7% | +29.8% | +30.2% |
| 3M | +48.8% | +3.5% | +45.3% | +43.2% |
| 6M | +28.3% | +9.5% | +18.8% | +15.2% |
| YTD | -6.0% | +12.9% | -18.9% | -18.4% |
| 1Y | +1.4% | +18.2% | -16.8% | -15.9% |
| 3Y | +11.8% | +64.8% | -53.0% | -33.6% |
| 5Y | -2.0% | +53.9% | -55.9% | -37.1% |
| 10Y | +239.6% | +144.8% | +94.9% | +40.3% |
| All | +5,760.6% | +330.9% | +5,429.7% | +1,037.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling