+607.3%
CEG vs EFA
+55.1%
+552.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.9% |
| 7D | +0.3% | -2.4% | +2.7% | +2.6% |
| 30D | +2.9% | -2.2% | +5.1% | +5.1% |
| 3M | +18.2% | +5.7% | +12.5% | +12.4% |
| 6M | -9.5% | +8.2% | -17.7% | -15.7% |
| YTD | -18.7% | +11.8% | -30.5% | -26.6% |
| 1Y | -10.1% | +18.3% | -28.4% | -22.8% |
| 3Y | +168.3% | +64.9% | +103.4% | +76.5% |
| All | +607.3% | +55.1% | +552.2% | +362.8% |
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