+1,401.6%
CRS vs EFX
-37.1%
+1,438.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.1% | -11.1% | +7.0% | -0.6% |
| 30D | -16.6% | -7.4% | -9.2% | -14.9% |
| 3M | -14.3% | +1.5% | -15.7% | -16.2% |
| 6M | +11.6% | -13.7% | +25.3% | +15.4% |
| YTD | +42.6% | -21.9% | +64.4% | +51.6% |
| 1Y | +81.8% | -30.8% | +112.6% | +102.7% |
| 3Y | +632.1% | -12.4% | +644.4% | +600.6% |
| 5Y | +1,401.6% | -35.9% | +1,437.6% | +1,439.5% |
| All | +1,401.6% | -37.1% | +1,438.7% | +1,439.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling