+53.4%
EFA vs CME
+76.2%
-22.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.5% | -0.6% | +0.2% | -0.4% |
| 30D | -1.3% | +4.7% | -6.0% | -2.0% |
| 3M | +5.2% | +7.8% | -2.6% | +4.0% |
| 6M | +9.4% | -11.0% | +20.3% | +11.5% |
| YTD | +12.7% | +4.0% | +8.7% | +11.3% |
| 1Y | +19.3% | +9.1% | +10.2% | +16.4% |
| 3Y | +66.3% | +52.3% | +14.1% | +47.3% |
| 5Y | +53.4% | +76.1% | -22.7% | +28.8% |
| All | +53.4% | +76.2% | -22.9% | +28.8% |
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