+604.3%
CEG vs IEFA
+55.5%
+548.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.4% |
| 7D | -4.8% | -1.6% | -3.2% | -3.4% |
| 30D | +2.3% | -1.5% | +3.8% | +3.8% |
| 3M | +15.6% | +3.4% | +12.2% | +12.1% |
| 6M | -5.0% | +9.5% | -14.5% | -12.5% |
| YTD | -19.0% | +13.0% | -32.1% | -27.6% |
| 1Y | -10.0% | +18.0% | -28.0% | -22.4% |
| 3Y | +163.9% | +65.4% | +98.6% | +72.7% |
| All | +604.3% | +55.5% | +548.9% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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