+380.2%
EFA vs CL
+515.9%
-135.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.4% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +1.5% | +11.6% | -10.1% | -3.7% |
| 3M | -3.3% | +5.6% | -8.9% | -6.0% |
| 6M | +2.6% | +13.2% | -10.6% | -4.1% |
| YTD | +11.0% | +26.9% | -15.9% | -2.1% |
| 1Y | +15.1% | +27.3% | -12.2% | +1.2% |
| 3Y | +67.6% | +39.7% | +27.9% | +37.5% |
| 5Y | +50.5% | +41.3% | +9.2% | +20.9% |
| 10Y | +144.8% | +76.3% | +68.6% | +67.9% |
| All | +380.2% | +515.9% | -135.7% | +73.8% |
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