+52.7%
EFA vs CRS
+1,363.4%
-1,310.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -1.5% | -6.8% | +5.2% | -0.4% |
| 30D | -1.7% | -16.1% | +14.5% | +1.2% |
| 3M | +3.5% | -21.2% | +24.7% | +7.4% |
| 6M | +9.5% | +8.7% | +0.8% | +7.1% |
| YTD | +12.9% | +41.0% | -28.1% | +5.4% |
| 1Y | +18.2% | +82.7% | -64.5% | +4.9% |
| 3Y | +64.8% | +604.8% | -539.9% | +9.3% |
| All | +52.7% | +1,363.4% | -1,310.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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