+64.9%
EFA vs CSGP
-62.0%
+127.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.6% |
| 7D | +1.3% | -6.1% | +7.4% | +1.8% |
| 30D | +0.5% | +0.3% | +0.2% | +0.3% |
| 3M | -4.1% | -1.3% | -2.8% | -4.4% |
| 6M | +2.4% | -8.9% | +11.4% | +2.9% |
| YTD | +10.0% | -55.2% | +65.3% | +22.2% |
| 1Y | +11.4% | -56.4% | +67.8% | +24.3% |
| All | +64.9% | -62.0% | +127.0% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling