+144.6%
IEFA vs CRL
+256.1%
-111.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -1.6% | -3.5% | +2.0% | -0.8% |
| 30D | -1.5% | -2.1% | +0.7% | -1.1% |
| 3M | +3.4% | +48.0% | -44.5% | -5.9% |
| 6M | +9.5% | +64.7% | -55.3% | -3.6% |
| YTD | +13.0% | +39.5% | -26.4% | +3.0% |
| 1Y | +18.0% | +74.2% | -56.2% | +1.3% |
| 3Y | +65.4% | +39.4% | +26.0% | +42.7% |
| 5Y | +51.6% | -36.9% | +88.5% | +61.0% |
| All | +144.6% | +256.1% | -111.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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