+522.3%
EFA vs CME
+7,469.3%
-6,947.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | +0.9% | +6.2% | -5.4% | -1.1% |
| 3M | +4.9% | +10.4% | -5.5% | +1.1% |
| 6M | +8.6% | -9.5% | +18.1% | +11.1% |
| YTD | +14.6% | +6.0% | +8.6% | +11.2% |
| 1Y | +22.6% | +9.3% | +13.4% | +17.6% |
| 3Y | +66.5% | +57.7% | +8.9% | +39.8% |
| 5Y | +54.5% | +77.7% | -23.1% | +23.4% |
| 10Y | +144.8% | +281.2% | -136.5% | +46.8% |
| All | +522.3% | +7,469.3% | -6,947.0% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling