-10.0%
CEG vs IEFA
+18.9%
-28.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.5% |
| 7D | -4.8% | -1.6% | -3.2% | -3.2% |
| 30D | +2.3% | -1.5% | +3.8% | +3.9% |
| 3M | +15.6% | +3.4% | +12.2% | +11.7% |
| 6M | -5.0% | +9.5% | -14.5% | -12.2% |
| YTD | -19.0% | +13.0% | -32.1% | -30.1% |
| 1Y | -10.0% | +18.0% | -28.0% | -26.2% |
| All | -10.0% | +18.9% | -28.8% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling