+393.0%
EFA vs CRS
+4,728.7%
-4,335.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | +1.2% | -3.1% | +4.3% | +2.0% |
| 30D | -0.7% | -19.6% | +18.9% | +5.0% |
| 3M | +6.4% | -8.1% | +14.5% | +8.1% |
| 6M | +11.4% | +18.6% | -7.2% | +5.2% |
| YTD | +14.0% | +45.9% | -31.9% | +1.3% |
| 1Y | +20.2% | +82.5% | -62.3% | -0.7% |
| 3Y | +68.2% | +648.9% | -580.7% | -10.6% |
| 5Y | +54.8% | +1,438.1% | -1,383.3% | -36.3% |
| 10Y | +142.4% | +1,327.0% | -1,184.6% | -14.2% |
| All | +393.0% | +4,728.7% | -4,335.7% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling