+49.0%
CCL vs EFA
+64.9%
-15.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -0.3% |
| 7D | -4.4% | -0.5% | -3.9% | -3.7% |
| 30D | -18.2% | -1.3% | -16.9% | -16.3% |
| 3M | -17.7% | +5.2% | -22.9% | -24.1% |
| 6M | -13.0% | +9.4% | -22.4% | -23.6% |
| YTD | -24.5% | +12.7% | -37.2% | -36.5% |
| 1Y | -26.9% | +19.3% | -46.2% | -43.5% |
| All | +49.0% | +64.9% | -15.9% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling