+3,994.3%
CMG vs EFA
+212.9%
+3,781.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.7% |
| 7D | -6.5% | -0.5% | -6.0% | -6.2% |
| 30D | +12.1% | -1.3% | +13.4% | +13.2% |
| 3M | +20.6% | +5.2% | +15.4% | +16.2% |
| 6M | +2.1% | +9.4% | -7.3% | -4.5% |
| YTD | -2.6% | +12.7% | -15.3% | -10.9% |
| 1Y | -8.7% | +19.3% | -28.0% | -19.6% |
| 3Y | -7.4% | +66.3% | -73.7% | -35.8% |
| 5Y | -5.7% | +53.4% | -59.0% | -30.5% |
| 10Y | +322.3% | +144.4% | +177.9% | +126.7% |
| All | +3,994.3% | +212.9% | +3,781.4% | +1,646.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling