+99.4%
CB vs IEFA
+51.0%
+48.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -0.5% | -0.5% | -0.1% | -0.4% |
| 30D | -3.1% | -1.1% | -2.0% | -2.7% |
| 3M | +4.2% | +5.1% | -0.9% | +1.8% |
| 6M | +4.7% | +9.3% | -4.6% | +0.2% |
| YTD | +8.8% | +13.0% | -4.1% | +2.3% |
| 1Y | +22.6% | +19.2% | +3.5% | +12.2% |
| 3Y | +70.6% | +67.0% | +3.6% | +29.4% |
| 5Y | +99.4% | +51.1% | +48.3% | +62.6% |
| All | +99.4% | +51.0% | +48.5% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 5y: compounded portfolio wealth divided by compounded IEFA 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…
5y analysis · Full analysis span regression · 6 months rolling