+508.7%
CB vs IEFA
+203.5%
+305.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | 0.0% | +1.3% | -1.2% | -0.9% |
| 30D | +7.4% | +0.1% | +7.3% | +7.2% |
| 3M | +8.6% | -4.2% | +12.8% | +11.5% |
| 6M | +16.1% | +1.9% | +14.3% | +13.6% |
| YTD | +20.2% | +9.9% | +10.3% | +10.5% |
| 1Y | +27.2% | +11.5% | +15.7% | +15.6% |
| 3Y | +72.7% | +66.0% | +6.7% | +14.5% |
| 5Y | +105.9% | +47.5% | +58.5% | +48.5% |
| 10Y | +248.1% | +146.5% | +101.6% | +67.7% |
| All | +508.7% | +203.5% | +305.3% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling