+395.7%
EFA vs CL
+455.1%
-59.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | +0.6% | -2.2% | +2.8% | +1.6% |
| 30D | +0.9% | -4.8% | +5.7% | +3.1% |
| 3M | +4.9% | +4.9% | 0.0% | +1.9% |
| 6M | +8.6% | -5.7% | +14.3% | +10.7% |
| YTD | +14.6% | +14.4% | +0.2% | +6.3% |
| 1Y | +22.6% | +8.7% | +13.9% | +16.0% |
| 3Y | +66.5% | +30.0% | +36.5% | +41.2% |
| 5Y | +54.5% | +28.4% | +26.2% | +30.0% |
| 10Y | +144.8% | +50.1% | +94.7% | +82.2% |
| All | +395.7% | +455.1% | -59.3% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling