+376.6%
EFA vs CI
+1,087.9%
-711.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +2.2% | +1.2% | +1.1% | +1.9% |
| 30D | +1.4% | +2.6% | -1.2% | +0.6% |
| 3M | -4.2% | +7.4% | -11.6% | -6.2% |
| 6M | +1.9% | -0.1% | +2.0% | +1.3% |
| YTD | +10.2% | +9.7% | +0.5% | +6.4% |
| 1Y | +12.8% | +12.1% | +0.7% | +8.3% |
| 3Y | +65.2% | +7.0% | +58.2% | +55.7% |
| 5Y | +49.8% | +49.7% | +0.1% | +26.5% |
| 10Y | +145.2% | +147.2% | -2.1% | +71.1% |
| All | +376.6% | +1,087.9% | -711.3% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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