+12.4%
EFA vs CP
+32.9%
-20.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.2% | +2.8% | -1.6% | +0.5% |
| 30D | +0.9% | +11.0% | -10.1% | -1.8% |
| 3M | -3.4% | +3.8% | -7.2% | -4.4% |
| 6M | +2.0% | +9.5% | -7.5% | -1.1% |
| YTD | +10.4% | +28.2% | -17.8% | +2.3% |
| All | +12.4% | +32.9% | -20.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling