+93.4%
IEFA vs CLBK
+64.7%
+28.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | -1.1% | +6.7% | -7.8% | -2.8% |
| 3M | +5.1% | +21.2% | -16.1% | -0.4% |
| 6M | +9.3% | +42.0% | -32.7% | -0.7% |
| YTD | +13.0% | +63.3% | -50.3% | -1.5% |
| 1Y | +19.2% | +65.4% | -46.2% | +3.2% |
| 3Y | +67.0% | +52.5% | +14.5% | +43.8% |
| 5Y | +51.1% | +42.0% | +9.1% | +25.6% |
| All | +93.4% | +64.7% | +28.6% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling