+5.6%
CDE vs EFA
+16.9%
-11.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.2% | +1.9% |
| 7D | +1.1% | +2.0% | -0.9% | -3.7% |
| 30D | -14.5% | +1.6% | -16.1% | -17.5% |
| 3M | -10.1% | -1.5% | -8.6% | -5.4% |
| 6M | -16.9% | +6.6% | -23.5% | -26.2% |
| YTD | -18.1% | +11.8% | -30.0% | -31.3% |
| 1Y | +5.6% | +16.9% | -11.2% | -18.9% |
| All | +5.6% | +16.9% | -11.3% | -18.9% |
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