-10.5%
EFX vs CRL
+37.9%
-48.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.4% |
| 7D | -7.8% | -0.6% | -7.3% | -7.7% |
| 30D | -5.7% | +5.0% | -10.7% | -6.9% |
| 3M | +2.5% | +50.6% | -48.1% | -8.0% |
| 6M | -16.7% | +60.9% | -77.6% | -27.1% |
| YTD | -20.2% | +40.7% | -60.9% | -27.9% |
| 1Y | -31.4% | +73.3% | -104.7% | -41.6% |
| 3Y | -10.5% | +40.6% | -51.1% | -24.4% |
| All | -10.5% | +37.9% | -48.4% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling