+146.5%
EFA vs CME
+308.7%
-162.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +2.2% | +3.9% | -1.7% | +1.1% |
| 30D | +1.4% | +11.3% | -10.0% | -1.7% |
| 3M | -4.2% | +19.6% | -23.7% | -9.0% |
| 6M | +1.9% | +8.1% | -6.2% | -0.8% |
| YTD | +10.2% | +20.4% | -10.2% | +3.3% |
| 1Y | +12.8% | +16.5% | -3.7% | +6.7% |
| 3Y | +65.2% | +66.4% | -1.2% | +37.1% |
| 5Y | +49.8% | +74.5% | -24.6% | +20.8% |
| All | +146.5% | +308.7% | -162.2% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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