-8.1%
EFX vs CRL
+99.6%
-107.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +25.1% | +11.9% | +13.2% | +21.2% |
| 3M | +1.7% | +20.2% | -18.5% | -3.1% |
| 6M | +18.4% | +107.5% | -89.2% | -1.9% |
| YTD | -12.5% | +69.4% | -81.9% | -22.8% |
| 1Y | -8.1% | +99.7% | -107.8% | -23.6% |
| All | -8.1% | +99.6% | -107.7% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling