+3,616.8%
CLS vs IEFA
+48.7%
+3,568.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.1% |
| 7D | +5.0% | -2.4% | +7.4% | +9.0% |
| 30D | +4.8% | -2.1% | +6.9% | +8.5% |
| 3M | -10.4% | +5.5% | -15.9% | -16.8% |
| 6M | +20.8% | +8.1% | +12.7% | +9.3% |
| YTD | +10.0% | +11.9% | -1.9% | -5.6% |
| 1Y | +28.5% | +18.1% | +10.5% | +2.6% |
| 3Y | +1,292.2% | +65.5% | +1,226.8% | +608.0% |
| 5Y | +3,616.8% | +50.1% | +3,566.7% | +2,185.4% |
| All | +3,616.8% | +48.7% | +3,568.1% | +2,185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling