+322.0%
CMG vs EFA
+146.6%
+175.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.6% |
| 7D | -2.1% | -1.5% | -0.5% | -0.8% |
| 30D | +10.9% | -1.7% | +12.6% | +12.4% |
| 3M | +15.8% | +3.5% | +12.3% | +12.4% |
| 6M | +6.9% | +9.5% | -2.5% | -1.5% |
| YTD | -2.2% | +12.9% | -15.0% | -12.3% |
| 1Y | -7.1% | +18.2% | -25.3% | -19.8% |
| 3Y | -7.1% | +64.8% | -72.0% | -40.2% |
| 5Y | -4.8% | +53.9% | -58.7% | -35.1% |
| All | +322.0% | +146.6% | +175.4% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling