+49.6%
EFA vs CRL
-13.0%
+62.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +1.3% | +8.9% | -7.6% | -0.1% |
| 30D | +0.5% | +14.0% | -13.5% | -1.9% |
| 3M | -4.1% | +19.8% | -24.0% | -7.4% |
| 6M | +2.4% | +102.0% | -99.6% | -9.9% |
| YTD | +10.0% | +70.8% | -60.8% | -1.1% |
| 1Y | +11.4% | +98.7% | -87.3% | -2.6% |
| 3Y | +65.4% | +98.2% | -32.8% | +38.0% |
| 5Y | +49.6% | -11.7% | +61.3% | +45.4% |
| All | +49.6% | -13.0% | +62.6% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling