+639.5%
CEG vs IEFA
+57.9%
+581.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.8% |
| 7D | +8.0% | +0.6% | +7.4% | +7.4% |
| 30D | +12.9% | +1.0% | +11.9% | +11.9% |
| 3M | +13.2% | +4.7% | +8.4% | +8.5% |
| 6M | -7.0% | +8.6% | -15.6% | -13.7% |
| YTD | -15.0% | +14.8% | -29.8% | -25.1% |
| 1Y | -2.7% | +22.6% | -25.3% | -19.1% |
| 3Y | +184.1% | +67.0% | +117.1% | +84.0% |
| All | +639.5% | +57.9% | +581.5% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling