+146.5%
EFA vs CRL
+350.3%
-203.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +1.4% | +11.9% | -10.5% | -1.6% |
| 3M | -4.2% | +20.2% | -24.3% | -8.6% |
| 6M | +1.9% | +107.5% | -105.6% | -14.8% |
| YTD | +10.2% | +69.4% | -59.2% | -4.4% |
| 1Y | +12.8% | +99.7% | -87.0% | -6.1% |
| 3Y | +65.2% | +98.8% | -33.6% | +29.8% |
| 5Y | +49.8% | -12.4% | +62.3% | +46.0% |
| All | +146.5% | +350.3% | -203.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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