+64.8%
EFA vs CNC
+1.2%
+63.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -1.7% | -1.0% | -0.7% | -1.6% |
| 3M | +3.5% | +4.5% | -1.0% | +3.3% |
| 6M | +9.5% | +85.2% | -75.7% | +6.8% |
| YTD | +12.9% | +61.4% | -48.5% | +10.5% |
| 1Y | +18.2% | +94.9% | -76.7% | +14.7% |
| 3Y | +64.8% | 0.0% | +64.8% | +66.4% |
| All | +64.8% | +1.2% | +63.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling