+41.0%
CLS vs IEFA
+18.9%
+22.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +4.6% |
| 7D | +10.9% | -1.6% | +12.5% | +14.4% |
| 30D | +2.1% | -1.5% | +3.6% | +5.4% |
| 3M | -10.2% | +3.4% | -13.6% | -15.0% |
| 6M | +30.4% | +9.5% | +20.9% | +12.1% |
| YTD | +17.2% | +13.0% | +4.2% | -9.0% |
| 1Y | +41.0% | +18.0% | +23.0% | +0.6% |
| All | +41.0% | +18.9% | +22.2% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling