+593.0%
CEG vs EFA
+52.9%
+540.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.9% |
| 7D | +12.1% | +2.2% | +9.9% | +10.0% |
| 30D | +0.2% | +1.4% | -1.1% | -1.1% |
| 3M | +0.7% | -4.2% | +4.9% | +4.8% |
| 6M | +2.2% | +1.9% | +0.3% | +0.7% |
| YTD | -20.3% | +10.2% | -30.5% | -27.1% |
| 1Y | -16.1% | +12.8% | -28.9% | -24.7% |
| 3Y | +134.7% | +65.2% | +69.5% | +54.7% |
| All | +593.0% | +52.9% | +540.2% | +359.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling