+28.3%
CRM vs EFV
+13.5%
+14.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +2.3% |
| 7D | -4.4% | -0.8% | -3.6% | -4.8% |
| 30D | +28.1% | +0.6% | +27.5% | +28.4% |
| 3M | +48.8% | +7.5% | +41.3% | +52.5% |
| 6M | +28.3% | +13.0% | +15.2% | +32.3% |
| All | +28.3% | +13.5% | +14.8% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling