+65.2%
EFA vs CAG
-36.3%
+101.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | +0.1% |
| 7D | +2.2% | -3.3% | +5.6% | +2.4% |
| 30D | +1.4% | +7.7% | -6.3% | +0.9% |
| 3M | -4.2% | -3.2% | -1.0% | -4.1% |
| 6M | +1.9% | +7.0% | -5.0% | +1.4% |
| YTD | +10.2% | -9.0% | +19.2% | +10.9% |
| 1Y | +12.8% | -9.6% | +22.4% | +13.6% |
| 3Y | +65.2% | -36.0% | +101.2% | +70.4% |
| All | +65.2% | -36.3% | +101.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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