+1,914.6%
CLS vs EFA
+147.0%
+1,767.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.6% |
| 7D | +16.3% | +2.2% | +14.0% | +12.8% |
| 30D | -25.7% | +1.4% | -27.0% | -26.9% |
| 3M | -30.9% | -4.2% | -26.7% | -26.1% |
| 6M | -35.5% | +1.9% | -37.4% | -36.1% |
| YTD | -18.7% | +10.2% | -28.9% | -27.3% |
| 1Y | -17.9% | +12.8% | -30.7% | -28.6% |
| 3Y | +838.1% | +65.2% | +772.9% | +405.5% |
| 5Y | +1,971.9% | +49.8% | +1,922.1% | +1,181.2% |
| All | +1,914.6% | +147.0% | +1,767.6% | +638.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling