+215.7%
IEFA vs CLX
+88.2%
+127.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +1.2% | -3.5% | +4.7% | +1.7% |
| 30D | -0.6% | -11.9% | +11.3% | +1.1% |
| 3M | +6.2% | -2.6% | +8.8% | +6.4% |
| 6M | +11.2% | -18.2% | +29.3% | +13.9% |
| YTD | +14.2% | -5.9% | +20.1% | +14.7% |
| 1Y | +20.0% | -23.8% | +43.9% | +24.0% |
| 3Y | +68.8% | -33.6% | +102.4% | +76.7% |
| 5Y | +52.7% | -35.7% | +88.3% | +58.6% |
| 10Y | +144.2% | -2.5% | +146.7% | +117.0% |
| All | +215.7% | +88.2% | +127.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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