+212.3%
IEFA vs CAG
+14.2%
+198.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.5% | -6.6% | +6.2% | +0.6% |
| 30D | -1.1% | +2.3% | -3.4% | -1.5% |
| 3M | +5.1% | +16.3% | -11.2% | +2.2% |
| 6M | +9.3% | -16.0% | +25.3% | +12.1% |
| YTD | +13.0% | -7.7% | +20.7% | +13.7% |
| 1Y | +19.2% | -16.0% | +35.2% | +21.8% |
| 3Y | +67.0% | -37.7% | +104.7% | +78.1% |
| 5Y | +51.1% | -41.2% | +92.3% | +61.9% |
| 10Y | +146.5% | -33.8% | +180.3% | +148.1% |
| All | +212.3% | +14.2% | +198.1% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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