-43.4%
CCL vs EFA
+144.2%
-187.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.6% |
| 7D | -4.3% | -2.4% | -1.9% | +0.1% |
| 30D | -19.0% | -2.2% | -16.7% | -15.3% |
| 3M | -13.1% | +5.7% | -18.8% | -21.7% |
| 6M | -13.3% | +8.2% | -21.5% | -24.2% |
| YTD | -25.2% | +11.8% | -37.0% | -38.5% |
| 1Y | -27.2% | +18.3% | -45.5% | -46.1% |
| 3Y | +49.2% | +64.9% | -15.7% | -41.9% |
| 5Y | +0.4% | +52.4% | -52.0% | -51.2% |
| All | -43.4% | +144.2% | -187.5% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling