-0.8%
CRM vs EFX
-36.2%
+35.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.7% |
| 7D | -4.4% | -4.5% | +0.1% | -2.1% |
| 30D | +28.1% | -6.1% | +34.2% | +32.3% |
| 3M | +48.8% | +6.2% | +42.6% | +44.4% |
| 6M | +28.3% | -11.2% | +39.5% | +35.2% |
| YTD | -6.0% | -21.4% | +15.4% | +4.5% |
| 1Y | +1.4% | -34.3% | +35.8% | +22.4% |
| 3Y | +11.8% | -12.5% | +24.4% | +9.1% |
| All | -0.8% | -36.2% | +35.3% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling