+144.6%
IEFA vs CLF
+133.3%
+11.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.6% | -3.5% | +2.0% | -1.1% |
| 30D | -1.5% | -1.6% | +0.1% | -1.4% |
| 3M | +3.4% | -12.0% | +15.4% | +4.5% |
| 6M | +9.5% | +30.0% | -20.5% | +4.7% |
| YTD | +13.0% | -9.2% | +22.2% | +12.3% |
| 1Y | +18.0% | +2.3% | +15.7% | +14.1% |
| 3Y | +65.4% | -14.4% | +79.8% | +57.2% |
| 5Y | +51.6% | -48.3% | +99.9% | +49.2% |
| All | +144.6% | +133.3% | +11.3% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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