+52.4%
EFA vs CG
+2.7%
+49.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.3% |
| 7D | -2.4% | -9.8% | +7.4% | +0.2% |
| 30D | -2.2% | -10.3% | +8.1% | +0.3% |
| 3M | +5.7% | -1.7% | +7.3% | +5.7% |
| 6M | +8.2% | -9.8% | +18.0% | +10.3% |
| YTD | +11.8% | -25.6% | +37.4% | +19.0% |
| 1Y | +18.3% | -32.5% | +50.8% | +28.7% |
| 3Y | +64.9% | +45.6% | +19.3% | +38.6% |
| 5Y | +52.4% | +3.7% | +48.7% | +34.5% |
| All | +52.4% | +2.7% | +49.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling