+49.6%
EFA vs CME
+75.0%
-25.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.3% | +2.7% | -1.4% | +0.9% |
| 30D | +0.5% | +13.5% | -13.0% | -1.1% |
| 3M | -4.1% | +20.9% | -25.0% | -6.6% |
| 6M | +2.4% | +11.5% | -9.1% | +1.0% |
| YTD | +10.0% | +19.5% | -9.4% | +6.6% |
| 1Y | +11.4% | +17.2% | -5.8% | +8.3% |
| 3Y | +65.4% | +65.1% | +0.2% | +46.7% |
| 5Y | +49.6% | +73.1% | -23.5% | +27.4% |
| All | +49.6% | +75.0% | -25.4% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling