+66.7%
IEFA vs CLF
-19.9%
+86.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | +1.3% | +1.9% | -0.6% | +0.8% |
| 3M | -3.2% | +5.9% | -9.1% | -4.2% |
| 6M | +2.0% | +16.9% | -14.9% | -0.4% |
| YTD | +10.7% | -1.1% | +11.7% | +8.7% |
| 1Y | +13.0% | +28.8% | -15.9% | +8.3% |
| All | +66.7% | -19.9% | +86.6% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling