+1,421.4%
EFX vs CRL
+1,647.7%
-226.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -3.6% | +8.9% | -12.5% | -6.0% |
| 30D | +25.3% | +14.0% | +11.3% | +20.0% |
| 3M | +3.8% | +19.8% | -16.0% | -2.2% |
| 6M | +12.7% | +102.0% | -89.3% | -8.8% |
| YTD | -13.1% | +70.8% | -84.0% | -27.0% |
| 1Y | -9.3% | +98.7% | -108.1% | -27.0% |
| 3Y | +3.5% | +98.2% | -94.6% | -20.4% |
| 5Y | -30.6% | -11.7% | -18.9% | -35.1% |
| 10Y | +80.2% | +356.7% | -276.5% | +8.3% |
| All | +1,421.4% | +1,647.7% | -226.3% | +671.6% |
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 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