+217.5%
IEFA vs CLF
-67.5%
+285.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +0.6% | +7.6% | -7.0% | -0.1% |
| 30D | +1.0% | -1.2% | +2.2% | +1.1% |
| 3M | +4.7% | -13.4% | +18.1% | +5.6% |
| 6M | +8.6% | +15.4% | -6.8% | +6.2% |
| YTD | +14.8% | -5.9% | +20.7% | +14.0% |
| 1Y | +22.6% | +18.8% | +3.8% | +18.0% |
| 3Y | +67.0% | -19.4% | +86.4% | +62.1% |
| 5Y | +52.3% | -47.7% | +100.0% | +50.4% |
| 10Y | +147.3% | +130.4% | +17.0% | +103.7% |
| All | +217.5% | -67.5% | +285.0% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling