+63.7%
IEFA vs CRL
+36.0%
+27.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -2.4% | -6.9% | +4.5% | -1.6% |
| 30D | -2.1% | -3.2% | +1.1% | -1.7% |
| 3M | +5.5% | +46.5% | -41.0% | +0.4% |
| 6M | +8.1% | +63.1% | -55.0% | +1.0% |
| YTD | +11.9% | +36.9% | -24.9% | +6.7% |
| 1Y | +18.1% | +78.1% | -60.0% | +8.4% |
| All | +63.7% | +36.0% | +27.7% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling