+366.2%
EFA vs CSGP
+1,089.2%
-723.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | +0.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | -1.2% | +10.7% | -11.9% | -4.5% |
| 3M | -5.1% | +3.3% | -8.4% | -7.1% |
| 6M | -1.2% | -10.3% | +9.1% | -0.8% |
| YTD | +7.8% | -54.6% | +62.3% | +27.3% |
| 1Y | +12.2% | -54.6% | +66.8% | +32.4% |
| 3Y | +61.5% | -60.3% | +121.9% | +93.3% |
| 5Y | +45.8% | -63.3% | +109.1% | +73.5% |
| 10Y | +141.8% | +66.5% | +75.3% | +83.4% |
| All | +366.2% | +1,089.2% | -723.0% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling