+132.3%
IEFA vs CFG
+361.3%
-229.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +2.2% | +3.2% | -1.0% | +1.3% |
| 30D | +1.1% | +5.1% | -4.1% | -0.3% |
| 3M | -4.3% | -11.2% | +7.0% | -1.1% |
| 6M | +1.4% | +9.6% | -8.2% | -1.5% |
| YTD | +10.1% | +15.0% | -4.9% | +5.3% |
| 1Y | +12.9% | +29.9% | -17.0% | +4.3% |
| 3Y | +65.8% | +192.1% | -126.3% | +18.6% |
| 5Y | +47.7% | +62.3% | -14.6% | +21.9% |
| 10Y | +146.8% | +219.2% | -72.4% | +49.1% |
| All | +132.3% | +361.3% | -229.0% | +23.1% |
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