-0.9%
CCL vs EFA
+53.1%
-54.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -0.1% |
| 7D | -4.4% | -0.5% | -3.9% | -3.6% |
| 30D | -18.2% | -1.3% | -16.9% | -16.1% |
| 3M | -17.7% | +5.2% | -22.9% | -24.8% |
| 6M | -13.0% | +9.4% | -22.4% | -25.0% |
| YTD | -24.5% | +12.7% | -37.2% | -38.2% |
| 1Y | -26.9% | +19.3% | -46.2% | -46.0% |
| 3Y | +50.8% | +66.3% | -15.6% | -40.8% |
| 5Y | -0.9% | +53.4% | -54.3% | -52.8% |
| All | -0.9% | +53.1% | -54.1% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling