-29.6%
CLS vs EFA
+16.9%
-46.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.6% | -13.8% |
| 7D | -21.1% | +2.0% | -23.1% | -24.5% |
| 30D | -38.2% | +1.6% | -39.8% | -40.1% |
| 3M | -36.3% | -1.5% | -34.8% | -34.2% |
| 6M | -43.8% | +6.6% | -50.5% | -49.3% |
| YTD | -20.0% | +11.8% | -31.9% | -38.2% |
| 1Y | -29.6% | +16.9% | -46.5% | -51.8% |
| All | -29.6% | +16.9% | -46.5% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling