+580.1%
CRM vs IEFA
+212.1%
+368.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.0% |
| 7D | -4.4% | -1.6% | -2.9% | -3.0% |
| 30D | +28.1% | -1.5% | +29.6% | +30.0% |
| 3M | +48.8% | +3.4% | +45.4% | +43.3% |
| 6M | +28.3% | +9.5% | +18.8% | +15.1% |
| YTD | -6.0% | +13.0% | -19.1% | -18.7% |
| 1Y | +1.4% | +18.0% | -16.6% | -16.1% |
| 3Y | +11.8% | +65.4% | -53.5% | -35.3% |
| 5Y | -2.0% | +51.6% | -53.6% | -37.5% |
| 10Y | +239.6% | +146.7% | +92.9% | +33.0% |
| All | +580.1% | +212.1% | +368.0% | +105.7% |
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