+177.2%
CEG vs EFA
+66.8%
+110.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.6% |
| 7D | +6.7% | +1.2% | +5.5% | +5.3% |
| 30D | +11.0% | -0.7% | +11.7% | +11.9% |
| 3M | +19.5% | +6.4% | +13.1% | +11.4% |
| 6M | -5.9% | +11.4% | -17.2% | -16.5% |
| YTD | -15.0% | +14.0% | -29.0% | -26.9% |
| 1Y | +0.6% | +20.2% | -19.6% | -18.5% |
| All | +177.2% | +66.8% | +110.4% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling