-4.5%
CRS vs EFX
-7.5%
+3.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -1.2% |
| 7D | +4.3% | +9.2% | -4.9% | +5.8% |
| 30D | -25.5% | +34.8% | -60.3% | -22.8% |
| 3M | -48.7% | +8.8% | -57.6% | -47.8% |
| 6M | -31.6% | +12.3% | -43.9% | -29.8% |
| YTD | -7.0% | -10.6% | +3.6% | -1.6% |
| 1Y | -4.5% | -6.7% | +2.2% | -0.1% |
| All | -4.5% | -7.5% | +3.0% | -0.1% |
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