-70.5%
CBRS vs IEFA
+3.0%
-73.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.5% | -8.6% | -11.3% |
| 7D | -18.4% | +1.9% | -20.3% | -21.9% |
| 30D | -49.4% | +1.4% | -50.8% | -50.8% |
| 3M | -59.6% | -1.4% | -58.2% | -57.7% |
| All | -70.5% | +3.0% | -73.4% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling