+157.5%
CDE vs EFA
+387.2%
-229.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | 0.0% |
| 7D | -3.1% | -1.5% | -1.6% | -1.3% |
| 30D | +9.5% | -1.7% | +11.1% | +11.9% |
| 3M | +25.5% | +3.5% | +22.0% | +21.7% |
| 6M | -7.9% | +9.5% | -17.4% | -15.0% |
| YTD | +15.6% | +12.9% | +2.7% | +4.0% |
| 1Y | +34.0% | +18.2% | +15.8% | +15.0% |
| 3Y | +791.9% | +64.8% | +727.1% | +442.6% |
| 5Y | +197.7% | +53.9% | +143.8% | +101.8% |
| 10Y | +55.0% | +144.8% | -89.7% | -34.5% |
| All | +157.5% | +387.2% | -229.7% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling