+498.3%
EFA vs CME
+8,496.5%
-7,998.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +2.2% | +3.9% | -1.7% | +1.0% |
| 30D | +1.4% | +11.3% | -10.0% | -2.1% |
| 3M | -4.2% | +19.6% | -23.7% | -9.7% |
| 6M | +1.9% | +8.1% | -6.2% | -1.4% |
| YTD | +10.2% | +20.4% | -10.2% | +2.5% |
| 1Y | +12.8% | +16.5% | -3.7% | +5.9% |
| 3Y | +65.2% | +66.4% | -1.2% | +36.3% |
| 5Y | +49.8% | +74.5% | -24.6% | +20.4% |
| 10Y | +145.2% | +308.5% | -163.3% | +43.8% |
| All | +498.3% | +8,496.5% | -7,998.3% | +77.2% |
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