+5,760.6%
CRM vs EFX
+744.5%
+5,016.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.6% |
| 7D | -4.4% | -4.5% | +0.1% | -1.7% |
| 30D | +28.1% | -6.1% | +34.2% | +32.9% |
| 3M | +48.8% | +6.2% | +42.6% | +43.2% |
| 6M | +28.3% | -11.2% | +39.5% | +36.5% |
| YTD | -6.0% | -21.4% | +15.4% | +6.5% |
| 1Y | +1.4% | -34.3% | +35.8% | +26.9% |
| 3Y | +11.8% | -12.5% | +24.4% | +10.6% |
| 5Y | -2.0% | -35.6% | +33.5% | +14.3% |
| 10Y | +239.6% | +41.8% | +197.8% | +106.6% |
| All | +5,760.6% | +744.5% | +5,016.1% | +739.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling