+579.5%
CEG vs EFA
+53.6%
+525.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.3% |
| 7D | +11.8% | -1.0% | +12.8% | +13.0% |
| 30D | -6.5% | +1.6% | -8.1% | -7.9% |
| 3M | -1.2% | -3.2% | +2.0% | +1.9% |
| 6M | -8.0% | +2.5% | -10.5% | -9.9% |
| YTD | -21.9% | +10.7% | -32.6% | -28.8% |
| 1Y | -21.4% | +12.8% | -34.2% | -29.5% |
| 3Y | +130.0% | +66.4% | +63.6% | +50.7% |
| All | +579.5% | +53.6% | +525.9% | +348.9% |
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