+626.9%
CEG vs EFA
+56.4%
+570.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.7% |
| 7D | +1.3% | -0.5% | +1.8% | +1.8% |
| 30D | +8.8% | -1.3% | +10.2% | +10.2% |
| 3M | +17.0% | +5.2% | +11.8% | +11.7% |
| 6M | -8.7% | +9.4% | -18.1% | -15.8% |
| YTD | -16.4% | +12.7% | -29.2% | -25.1% |
| 1Y | -1.8% | +19.3% | -21.0% | -16.2% |
| 3Y | +175.8% | +66.3% | +109.5% | +79.9% |
| All | +626.9% | +56.4% | +570.5% | +371.9% |
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