-7.1%
CMG vs IEFA
+65.7%
-72.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -2.1% | -1.6% | -0.5% | -1.0% |
| 30D | +10.9% | -1.5% | +12.4% | +12.0% |
| 3M | +15.8% | +3.4% | +12.4% | +13.0% |
| 6M | +6.9% | +9.5% | -2.5% | -0.3% |
| YTD | -2.2% | +13.0% | -15.2% | -11.1% |
| 1Y | -7.1% | +18.0% | -25.1% | -18.1% |
| 3Y | -7.1% | +65.4% | -72.5% | -33.8% |
| All | -7.1% | +65.7% | -72.8% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling