+105.1%
CB vs IEFA
+48.8%
+56.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.2% |
| 7D | -1.0% | -1.1% | 0.0% | -0.7% |
| 30D | +7.3% | +1.3% | +6.0% | +6.8% |
| 3M | +7.0% | -3.2% | +10.2% | +8.2% |
| 6M | +16.3% | +2.0% | +14.4% | +14.9% |
| YTD | +19.7% | +10.7% | +9.0% | +13.4% |
| 1Y | +27.8% | +13.0% | +14.8% | +19.8% |
| 3Y | +72.0% | +67.1% | +4.9% | +30.0% |
| All | +105.1% | +48.8% | +56.3% | +73.8% |
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