+50.8%
CDE vs EFA
+23.1%
+27.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.2% |
| 7D | +0.5% | +0.6% | -0.1% | -1.0% |
| 30D | +21.9% | +0.9% | +21.0% | +19.6% |
| 3M | +14.9% | +4.9% | +10.1% | +3.7% |
| 6M | -10.5% | +8.6% | -19.1% | -23.2% |
| YTD | +19.3% | +14.6% | +4.6% | -10.6% |
| 1Y | +50.8% | +22.6% | +28.2% | +1.1% |
| All | +50.8% | +23.1% | +27.7% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling