+144.4%
EFA vs CLF
+116.4%
+28.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -0.5% | -2.7% | +2.2% | -0.1% |
| 30D | -1.3% | -3.2% | +1.9% | -1.0% |
| 3M | +5.2% | -5.0% | +10.1% | +5.2% |
| 6M | +9.4% | +26.6% | -17.2% | +5.0% |
| YTD | +12.7% | -9.0% | +21.7% | +12.0% |
| 1Y | +19.3% | +11.8% | +7.4% | +14.0% |
| 3Y | +66.3% | -15.1% | +81.4% | +58.3% |
| 5Y | +53.4% | -48.2% | +101.6% | +50.9% |
| 10Y | +144.4% | +127.6% | +16.9% | +77.2% |
| All | +144.4% | +116.4% | +28.0% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling