+142.4%
IEFA vs CFG
+396.4%
-254.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +1.0% | -3.8% | +4.9% | +2.1% |
| 3M | +4.7% | +11.5% | -6.8% | +1.4% |
| 6M | +8.6% | +19.2% | -10.6% | +3.1% |
| YTD | +14.8% | +23.7% | -8.9% | +7.7% |
| 1Y | +22.6% | +38.8% | -16.2% | +11.1% |
| 3Y | +67.0% | +178.9% | -111.9% | +20.8% |
| 5Y | +52.3% | +101.8% | -49.5% | +18.0% |
| 10Y | +147.3% | +317.3% | -169.9% | +36.3% |
| All | +142.4% | +396.4% | -254.0% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling