+4,413.7%
CLS vs IEFA
+217.0%
+4,196.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | +4.6% | +0.6% | +4.0% | +3.9% |
| 30D | -13.9% | +1.0% | -14.9% | -14.8% |
| 3M | -26.6% | +4.7% | -31.3% | -29.8% |
| 6M | +15.4% | +8.6% | +6.8% | +6.2% |
| YTD | +5.7% | +14.8% | -9.2% | -9.2% |
| 1Y | +41.1% | +22.6% | +18.5% | +12.8% |
| 3Y | +1,228.6% | +67.0% | +1,161.6% | +661.9% |
| 5Y | +3,240.6% | +52.3% | +3,188.4% | +2,045.1% |
| 10Y | +2,760.3% | +147.3% | +2,613.0% | +1,084.5% |
| All | +4,413.7% | +217.0% | +4,196.7% | +1,463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling