+645.4%
CMG vs IEFA
+212.1%
+433.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.6% |
| 7D | -2.1% | -1.6% | -0.5% | -0.9% |
| 30D | +10.9% | -1.5% | +12.4% | +12.2% |
| 3M | +15.8% | +3.4% | +12.4% | +12.8% |
| 6M | +6.9% | +9.5% | -2.5% | -0.7% |
| YTD | -2.2% | +13.0% | -15.2% | -11.4% |
| 1Y | -7.1% | +18.0% | -25.1% | -18.5% |
| 3Y | -7.1% | +65.4% | -72.5% | -37.4% |
| 5Y | -4.8% | +51.6% | -56.3% | -31.6% |
| 10Y | +324.3% | +146.7% | +177.6% | +120.6% |
| All | +645.4% | +212.1% | +433.3% | +194.9% |
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