-10.7%
CMG vs EFA
+23.1%
-33.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.8% | +0.6% | -3.4% | -3.2% |
| 30D | +7.1% | +0.9% | +6.3% | +6.5% |
| 3M | +31.2% | +4.9% | +26.3% | +26.7% |
| 6M | +0.7% | +8.6% | -7.9% | -5.4% |
| YTD | -0.1% | +14.6% | -14.7% | -13.0% |
| 1Y | -10.7% | +22.6% | -33.4% | -26.4% |
| All | -10.7% | +23.1% | -33.9% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling