+9,834.6%
CRS vs EFX
+6,208.6%
+3,625.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.5% | -2.3% |
| 7D | -3.1% | -7.8% | +4.8% | 0.0% |
| 30D | -19.6% | -5.7% | -13.9% | -18.1% |
| 3M | -8.1% | +2.5% | -10.6% | -10.8% |
| 6M | +18.6% | -16.7% | +35.2% | +24.2% |
| YTD | +45.9% | -20.2% | +66.0% | +53.6% |
| 1Y | +82.5% | -31.4% | +113.9% | +103.5% |
| 3Y | +648.9% | -10.5% | +659.4% | +626.2% |
| 5Y | +1,438.1% | -35.2% | +1,473.3% | +1,566.7% |
| 10Y | +1,327.0% | +40.2% | +1,286.8% | +1,009.5% |
| All | +9,834.6% | +6,208.6% | +3,625.9% | +3,657.6% |
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