+79.7%
EFX vs CRL
+350.3%
-270.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +25.1% | +11.9% | +13.2% | +19.5% |
| 3M | +1.7% | +20.2% | -18.5% | -5.4% |
| 6M | +18.4% | +107.5% | -89.2% | -9.0% |
| YTD | -12.5% | +69.4% | -81.9% | -28.8% |
| 1Y | -8.1% | +99.7% | -107.8% | -29.3% |
| 3Y | +4.8% | +98.8% | -94.0% | -24.6% |
| 5Y | -30.1% | -12.4% | -17.7% | -34.1% |
| All | +79.7% | +350.3% | -270.6% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling