+215.7%
IEFA vs CRL
+611.9%
-396.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | +1.2% | -0.6% | +1.7% | +1.3% |
| 30D | -0.6% | +5.0% | -5.5% | -1.8% |
| 3M | +6.2% | +50.6% | -44.4% | -3.9% |
| 6M | +11.2% | +60.9% | -49.8% | -1.8% |
| YTD | +14.2% | +40.7% | -26.6% | +3.6% |
| 1Y | +20.0% | +73.3% | -53.3% | +2.9% |
| 3Y | +68.8% | +40.6% | +28.2% | +45.0% |
| 5Y | +52.7% | -37.0% | +89.6% | +60.1% |
| 10Y | +144.2% | +244.3% | -100.1% | +48.3% |
| All | +215.7% | +611.9% | -396.2% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling