+238.9%
CRM vs EFV
+169.9%
+69.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.1% |
| 7D | -4.4% | -0.8% | -3.6% | -3.8% |
| 30D | +28.1% | +0.6% | +27.5% | +27.5% |
| 3M | +48.8% | +7.5% | +41.3% | +40.0% |
| 6M | +28.3% | +13.0% | +15.2% | +14.7% |
| YTD | -6.0% | +18.3% | -24.3% | -19.6% |
| 1Y | +1.4% | +26.7% | -25.3% | -18.4% |
| 3Y | +11.8% | +89.6% | -77.7% | -37.5% |
| 5Y | -2.0% | +98.2% | -100.2% | -47.6% |
| All | +238.9% | +169.9% | +69.0% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling