+16.9%
EFA vs CSGP
-53.2%
+70.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.5% | +2.6% |
| 7D | +2.0% | +18.3% | -16.3% | +2.4% |
| 30D | +1.6% | +17.8% | -16.2% | +2.2% |
| 3M | -1.5% | +9.3% | -10.7% | -1.1% |
| 6M | +6.6% | -7.9% | +14.6% | +6.9% |
| YTD | +11.8% | -51.5% | +63.4% | +14.2% |
| 1Y | +16.9% | -53.3% | +70.2% | +20.4% |
| All | +16.9% | -53.2% | +70.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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