+375.9%
EFA vs CRL
+849.3%
-473.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +1.3% | +8.9% | -7.6% | -1.0% |
| 30D | +0.5% | +14.0% | -13.5% | -3.4% |
| 3M | -4.1% | +19.8% | -24.0% | -9.3% |
| 6M | +2.4% | +102.0% | -99.6% | -16.3% |
| YTD | +10.0% | +70.8% | -60.8% | -7.2% |
| 1Y | +11.4% | +98.7% | -87.3% | -9.9% |
| 3Y | +65.4% | +98.2% | -32.8% | +25.7% |
| 5Y | +49.6% | -11.7% | +61.3% | +39.5% |
| 10Y | +144.8% | +356.7% | -211.9% | +31.1% |
| All | +375.9% | +849.3% | -473.4% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling