+64.6%
EFA vs CRL
+38.7%
+26.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -0.5% | -4.6% | +4.1% | +0.1% |
| 30D | -1.3% | +0.5% | -1.8% | -1.4% |
| 3M | +5.2% | +46.6% | -41.4% | +0.1% |
| 6M | +9.4% | +57.3% | -47.9% | +2.7% |
| YTD | +12.7% | +39.5% | -26.8% | +7.2% |
| 1Y | +19.3% | +76.9% | -57.6% | +9.7% |
| All | +64.6% | +38.7% | +26.0% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling