+33.9%
CCL vs IEFA
+47.3%
-13.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -1.2% | +2.2% | -3.4% | -5.0% |
| 30D | +13.1% | +1.1% | +12.1% | +11.3% |
| 3M | +3.4% | -4.3% | +7.6% | +12.3% |
| 6M | +18.7% | +1.4% | +17.3% | +16.3% |
| YTD | -2.3% | +10.1% | -12.3% | -16.6% |
| 1Y | +14.2% | +12.9% | +1.3% | -6.9% |
| 3Y | +133.6% | +65.8% | +67.8% | -9.9% |
| All | +33.9% | +47.3% | -13.4% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling