+1,323.2%
CRS vs EFX
+42.6%
+1,280.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | -6.8% | -4.5% | -2.2% | -4.9% |
| 30D | -16.1% | -6.1% | -10.0% | -14.4% |
| 3M | -21.2% | +6.2% | -27.4% | -25.0% |
| 6M | +8.7% | -11.2% | +19.9% | +11.4% |
| YTD | +41.0% | -21.4% | +62.4% | +50.8% |
| 1Y | +82.7% | -34.3% | +117.0% | +113.0% |
| 3Y | +604.8% | -12.5% | +617.3% | +572.0% |
| 5Y | +1,384.7% | -35.6% | +1,420.3% | +1,513.3% |
| All | +1,323.2% | +42.6% | +1,280.6% | +936.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling