+393.0%
EFA vs CRL
+682.1%
-289.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.2% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -0.7% | +5.0% | -5.7% | -2.1% |
| 3M | +6.4% | +50.6% | -44.2% | -5.1% |
| 6M | +11.4% | +60.9% | -49.5% | -3.4% |
| YTD | +14.0% | +40.7% | -26.8% | +1.9% |
| 1Y | +20.2% | +73.3% | -53.1% | +0.9% |
| 3Y | +68.2% | +40.6% | +27.6% | +41.1% |
| 5Y | +54.8% | -37.0% | +91.8% | +59.0% |
| 10Y | +142.4% | +244.3% | -101.9% | +41.0% |
| All | +393.0% | +682.1% | -289.0% | +103.6% |
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