+2,953.7%
CLS vs EFA
+144.2%
+2,809.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.3% |
| 7D | +5.0% | -2.4% | +7.3% | +8.5% |
| 30D | +4.8% | -2.2% | +7.0% | +8.4% |
| 3M | -10.4% | +5.7% | -16.1% | -16.3% |
| 6M | +20.8% | +8.2% | +12.6% | +10.4% |
| YTD | +10.0% | +11.8% | -1.8% | -3.9% |
| 1Y | +28.5% | +18.3% | +10.2% | +4.6% |
| 3Y | +1,292.2% | +64.9% | +1,227.3% | +651.8% |
| 5Y | +3,616.8% | +52.4% | +3,564.4% | +2,144.6% |
| All | +2,953.7% | +144.2% | +2,809.5% | +1,040.9% |
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