+51.1%
IEFA vs CLF
-47.6%
+98.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.9% |
| 7D | -0.5% | -2.7% | +2.2% | -0.1% |
| 30D | -1.1% | -3.2% | +2.1% | -0.8% |
| 3M | +5.1% | -5.0% | +10.0% | +5.2% |
| 6M | +9.3% | +26.6% | -17.3% | +5.1% |
| YTD | +13.0% | -9.0% | +21.9% | +12.2% |
| 1Y | +19.2% | +11.8% | +7.3% | +13.8% |
| 3Y | +67.0% | -15.1% | +82.1% | +59.0% |
| 5Y | +51.1% | -48.2% | +99.3% | +48.9% |
| All | +51.1% | -47.6% | +98.7% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling