+1,342.2%
EFX vs CRL
+1,379.5%
-37.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -5.9% |
| 7D | -8.6% | -1.0% | -7.6% | -8.4% |
| 30D | +0.1% | +10.7% | -10.5% | -2.7% |
| 3M | +3.8% | +55.3% | -51.4% | -8.4% |
| 6M | -13.5% | +60.7% | -74.2% | -25.1% |
| YTD | -17.7% | +44.6% | -62.3% | -26.8% |
| 1Y | -25.6% | +77.7% | -103.3% | -37.9% |
| 3Y | -12.1% | +37.6% | -49.7% | -24.7% |
| 5Y | -33.8% | -35.8% | +2.0% | -32.2% |
| 10Y | +45.1% | +241.7% | -196.6% | -5.3% |
| All | +1,342.2% | +1,379.5% | -37.3% | +673.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling