+61.5%
EFA vs CL
+38.3%
+23.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -1.4% | +1.3% | -2.8% | -1.6% |
| 30D | -1.2% | +11.4% | -12.5% | -2.4% |
| 3M | -5.1% | +4.4% | -9.5% | -5.6% |
| 6M | -1.2% | +10.8% | -12.0% | -2.7% |
| YTD | +7.8% | +25.1% | -17.3% | +4.5% |
| 1Y | +12.2% | +28.0% | -15.8% | +8.4% |
| 3Y | +61.5% | +37.6% | +23.9% | +55.9% |
| All | +61.5% | +38.3% | +23.3% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling