+54.8%
EFA vs CL
+30.0%
+24.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.2% | -1.4% | +2.6% | +1.5% |
| 30D | -0.7% | -5.2% | +4.5% | +0.3% |
| 3M | +6.4% | +3.3% | +3.1% | +5.4% |
| 6M | +11.4% | -4.4% | +15.8% | +12.0% |
| YTD | +14.0% | +13.9% | +0.1% | +10.2% |
| 1Y | +20.2% | +7.6% | +12.6% | +17.7% |
| 3Y | +68.2% | +29.6% | +38.6% | +53.0% |
| 5Y | +54.8% | +28.1% | +26.8% | +39.5% |
| All | +54.8% | +30.0% | +24.8% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling