+702.8%
CLS vs EFA
+392.1%
+310.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.2% | +6.3% |
| 7D | +12.8% | +1.2% | +11.6% | +11.3% |
| 30D | +3.8% | -0.7% | +4.5% | +4.9% |
| 3M | -14.6% | +6.4% | -21.0% | -19.8% |
| 6M | +32.2% | +11.4% | +20.9% | +19.4% |
| YTD | +11.6% | +14.0% | -2.4% | -1.8% |
| 1Y | +35.1% | +20.2% | +14.8% | +12.6% |
| 3Y | +1,312.5% | +68.2% | +1,244.3% | +741.5% |
| 5Y | +3,542.1% | +54.8% | +3,487.2% | +2,312.6% |
| 10Y | +2,944.0% | +142.4% | +2,801.6% | +1,214.0% |
| All | +702.8% | +392.1% | +310.8% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling