+25.3%
CRM vs EFX
-17.0%
+42.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -8.1% | -11.1% | +3.0% | -0.9% |
| 30D | +23.1% | -7.4% | +30.4% | +29.1% |
| 3M | +42.5% | +1.5% | +41.1% | +41.0% |
| 6M | +25.3% | -13.7% | +39.0% | +28.9% |
| All | +25.3% | -17.0% | +42.3% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling