+144.6%
IEFA vs CFG
+316.8%
-172.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -1.6% | -0.4% | -1.1% | -1.5% |
| 30D | -1.5% | -4.6% | +3.1% | -0.3% |
| 3M | +3.4% | +6.7% | -3.2% | +1.4% |
| 6M | +9.5% | +22.1% | -12.6% | +3.5% |
| YTD | +13.0% | +23.2% | -10.1% | +6.4% |
| 1Y | +18.0% | +40.3% | -22.3% | +7.0% |
| 3Y | +65.4% | +187.9% | -122.5% | +19.9% |
| 5Y | +51.6% | +102.0% | -50.4% | +18.6% |
| All | +144.6% | +316.8% | -172.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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