+146.5%
EFA vs CLF
+74.2%
+72.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.6% |
| 7D | +2.2% | +10.4% | -8.1% | +0.9% |
| 30D | +1.4% | +0.6% | +0.8% | +0.8% |
| 3M | -4.2% | +4.1% | -8.3% | -5.4% |
| 6M | +1.9% | +15.1% | -13.2% | -1.5% |
| YTD | +10.2% | -4.7% | +14.9% | +8.1% |
| 1Y | +12.8% | +20.4% | -7.6% | +7.1% |
| 3Y | +65.2% | -23.4% | +88.6% | +58.7% |
| 5Y | +49.8% | -43.3% | +93.1% | +45.2% |
| All | +146.5% | +74.2% | +72.3% | +82.4% |
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