+189.0%
CDE vs EFA
+52.4%
+136.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | -0.7% |
| 7D | -3.1% | -1.5% | -1.6% | -0.3% |
| 30D | +9.5% | -1.7% | +11.1% | +13.1% |
| 3M | +25.5% | +3.5% | +22.0% | +19.4% |
| 6M | -7.9% | +9.5% | -17.4% | -19.0% |
| YTD | +15.6% | +12.9% | +2.7% | -2.2% |
| 1Y | +34.0% | +18.2% | +15.8% | +5.7% |
| 3Y | +791.9% | +64.8% | +727.1% | +321.4% |
| All | +189.0% | +52.4% | +136.6% | +43.1% |
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 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