+98.3%
CRS vs EFX
-25.2%
+123.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.0% | +1.4% |
| 7D | -0.2% | -8.6% | +8.4% | -0.6% |
| 30D | -16.6% | +0.1% | -16.7% | -16.7% |
| 3M | -3.5% | +3.8% | -7.3% | -3.1% |
| 6M | +15.4% | -13.5% | +29.0% | +18.3% |
| YTD | +51.2% | -17.7% | +68.9% | +57.3% |
| 1Y | +98.3% | -25.6% | +123.9% | +112.0% |
| All | +98.3% | -25.2% | +123.5% | +112.0% |
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