+393.0%
EFA vs CLX
+400.0%
-7.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | +1.2% | -3.5% | +4.7% | +2.2% |
| 30D | -0.7% | -11.9% | +11.1% | +2.8% |
| 3M | +6.4% | -2.6% | +9.0% | +6.7% |
| 6M | +11.4% | -18.2% | +29.5% | +17.0% |
| YTD | +14.0% | -5.9% | +19.9% | +14.7% |
| 1Y | +20.2% | -23.8% | +44.0% | +28.5% |
| 3Y | +68.2% | -33.6% | +101.8% | +84.4% |
| 5Y | +54.8% | -35.7% | +90.5% | +66.9% |
| 10Y | +142.4% | -2.5% | +144.9% | +101.3% |
| All | +393.0% | +400.0% | -7.0% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CLX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling