+639.7%
CEG vs EFA
+58.2%
+581.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.5% |
| 7D | +6.7% | +1.2% | +5.5% | +5.5% |
| 30D | +11.0% | -0.7% | +11.7% | +11.7% |
| 3M | +19.5% | +6.4% | +13.1% | +12.9% |
| 6M | -5.9% | +11.4% | -17.2% | -14.6% |
| YTD | -15.0% | +14.0% | -29.0% | -24.6% |
| 1Y | +0.6% | +20.2% | -19.6% | -14.8% |
| 3Y | +180.6% | +68.2% | +112.4% | +81.2% |
| All | +639.7% | +58.2% | +581.5% | +375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling