+13.3%
EFA vs CL
+28.1%
-14.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +1.2% | +2.6% | -1.3% | +1.0% |
| 30D | +0.9% | +11.8% | -10.8% | +0.1% |
| 3M | -3.4% | +5.9% | -9.3% | -3.8% |
| 6M | +2.0% | +13.3% | -11.4% | +0.7% |
| YTD | +10.4% | +27.1% | -16.7% | +9.8% |
| 1Y | +13.3% | +28.0% | -14.7% | +12.5% |
| All | +13.3% | +28.1% | -14.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling