+1,434.7%
EFX vs CRL
+1,657.4%
-222.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.0% | +5.0% | -7.0% | -3.5% |
| 30D | +27.9% | +13.5% | +14.4% | +22.6% |
| 3M | +3.8% | +21.5% | -17.7% | -2.5% |
| 6M | +13.0% | +103.4% | -90.4% | -8.7% |
| YTD | -12.4% | +71.8% | -84.2% | -26.5% |
| 1Y | -10.4% | +97.5% | -107.9% | -27.7% |
| 3Y | +4.4% | +99.2% | -94.8% | -19.9% |
| 5Y | -28.9% | -12.1% | -16.7% | -33.4% |
| 10Y | +81.7% | +359.2% | -277.5% | +9.1% |
| All | +1,434.7% | +1,657.4% | -222.7% | +677.2% |
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 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