+54.8%
EFA vs CP
+34.0%
+20.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.2% | +2.4% | -1.2% | +0.3% |
| 30D | -0.7% | -0.5% | -0.2% | -0.6% |
| 3M | +6.4% | +1.4% | +5.0% | +5.5% |
| 6M | +11.4% | +10.3% | +1.1% | +6.8% |
| YTD | +14.0% | +24.3% | -10.3% | +4.2% |
| 1Y | +20.2% | +20.4% | -0.2% | +11.1% |
| 3Y | +68.2% | +21.8% | +46.4% | +52.1% |
| 5Y | +54.8% | +31.5% | +23.3% | +33.0% |
| All | +54.8% | +34.0% | +20.8% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling