+380.2%
EFA vs CLF
+626.7%
-246.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.0% | -4.0% | +1.9% |
| 7D | +1.2% | -14.1% | +15.3% | +3.4% |
| 30D | +1.5% | -5.5% | +7.1% | +1.8% |
| 3M | -3.3% | 0.0% | -3.3% | -4.3% |
| 6M | +2.6% | +11.3% | -8.7% | -1.1% |
| YTD | +11.0% | -7.7% | +18.7% | +8.9% |
| 1Y | +15.1% | +17.5% | -2.4% | +8.4% |
| 3Y | +67.6% | -25.4% | +93.1% | +59.8% |
| 5Y | +50.5% | -46.0% | +96.5% | +45.5% |
| 10Y | +144.8% | +80.1% | +64.8% | +65.9% |
| All | +380.2% | +626.7% | -246.5% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling