+50.4%
IEFA vs CLBK
+43.5%
+7.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -1.5% | -1.0% | -0.5% | -1.3% |
| 3M | +3.4% | +22.9% | -19.5% | -0.2% |
| 6M | +9.5% | +44.2% | -34.7% | +2.9% |
| YTD | +13.0% | +64.0% | -50.9% | +4.0% |
| 1Y | +18.0% | +65.7% | -47.7% | +8.1% |
| 3Y | +65.4% | +54.1% | +11.3% | +51.0% |
| All | +50.4% | +43.5% | +7.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling