+68.2%
EFA vs CLF
-14.9%
+83.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.4% |
| 7D | +1.2% | +6.5% | -5.3% | +0.6% |
| 30D | -0.7% | +0.2% | -1.0% | -0.8% |
| 3M | +6.4% | -3.1% | +9.5% | +6.3% |
| 6M | +11.4% | +25.0% | -13.6% | +8.3% |
| YTD | +14.0% | -7.5% | +21.4% | +13.1% |
| 1Y | +20.2% | +11.5% | +8.7% | +16.3% |
| 3Y | +68.2% | -13.7% | +81.9% | +60.3% |
| All | +68.2% | -14.9% | +83.1% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling