+146.5%
EFA vs CPB
-38.9%
+185.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.1% |
| 7D | +2.2% | -1.6% | +3.8% | +2.4% |
| 30D | +1.4% | +19.2% | -17.8% | -0.1% |
| 3M | -4.2% | -0.9% | -3.2% | -4.2% |
| 6M | +1.9% | +15.2% | -13.3% | +0.3% |
| YTD | +10.2% | -13.1% | +23.3% | +11.2% |
| 1Y | +12.8% | -22.4% | +35.2% | +15.0% |
| 3Y | +65.2% | -35.3% | +100.5% | +70.3% |
| 5Y | +49.8% | -33.0% | +82.8% | +53.1% |
| All | +146.5% | -38.9% | +185.4% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling