+22.6%
EFA vs CLF
+20.0%
+2.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +0.6% | +7.6% | -7.0% | 0.0% |
| 30D | +0.9% | -1.2% | +2.0% | +0.9% |
| 3M | +4.9% | -13.4% | +18.2% | +5.9% |
| 6M | +8.6% | +15.4% | -6.9% | +6.3% |
| YTD | +14.6% | -5.9% | +20.5% | +12.9% |
| 1Y | +22.6% | +18.8% | +3.8% | +19.8% |
| All | +22.6% | +20.0% | +2.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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