+395.7%
EFA vs CP
+3,207.3%
-2,811.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.7% |
| 30D | +0.9% | +0.2% | +0.7% | +0.7% |
| 3M | +4.9% | +2.6% | +2.3% | +3.4% |
| 6M | +8.6% | +6.0% | +2.6% | +5.3% |
| YTD | +14.6% | +24.9% | -10.3% | +3.1% |
| 1Y | +22.6% | +20.1% | +2.5% | +12.0% |
| 3Y | +66.5% | +16.4% | +50.1% | +51.6% |
| 5Y | +54.5% | +31.7% | +22.8% | +30.7% |
| 10Y | +144.8% | +223.9% | -79.1% | +33.1% |
| All | +395.7% | +3,207.3% | -2,811.5% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling