+38.9%
EFX vs CRL
+249.3%
-210.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -11.1% | -6.9% | -4.2% | -9.0% |
| 30D | -7.4% | -3.2% | -4.2% | -6.4% |
| 3M | +1.5% | +46.5% | -45.1% | -11.0% |
| 6M | -13.7% | +63.1% | -76.8% | -27.8% |
| YTD | -21.9% | +36.9% | -58.7% | -30.9% |
| 1Y | -30.8% | +78.1% | -108.9% | -44.4% |
| 3Y | -12.4% | +36.7% | -49.0% | -27.3% |
| 5Y | -35.9% | -38.1% | +2.2% | -31.8% |
| All | +38.9% | +249.3% | -210.4% | -15.2% |
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