+7.1%
CRM vs EFX
-25.2%
+32.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.4% | +1.2% |
| 7D | +1.3% | -8.6% | +9.9% | +5.8% |
| 30D | +34.3% | +0.1% | +34.2% | +34.2% |
| 3M | +37.7% | +3.8% | +33.9% | +35.0% |
| 6M | +34.9% | -13.5% | +48.5% | +39.5% |
| YTD | -1.6% | -17.7% | +16.0% | +2.6% |
| 1Y | +7.1% | -25.6% | +32.7% | +12.2% |
| All | +7.1% | -25.2% | +32.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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