+172.4%
CEG vs IEFA
+65.6%
+106.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -0.5% |
| 7D | +1.3% | -0.5% | +1.8% | +1.8% |
| 30D | +8.8% | -1.1% | +10.0% | +10.2% |
| 3M | +17.0% | +5.1% | +11.9% | +10.6% |
| 6M | -8.7% | +9.3% | -18.0% | -17.3% |
| YTD | -16.4% | +13.0% | -29.4% | -27.4% |
| 1Y | -1.8% | +19.2% | -20.9% | -19.6% |
| All | +172.4% | +65.6% | +106.9% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling