+18.0%
IEFA vs CRS
+79.6%
-61.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -1.6% | -6.8% | +5.2% | -0.6% |
| 30D | -1.5% | -16.1% | +14.6% | +0.8% |
| 3M | +3.4% | -21.2% | +24.6% | +6.6% |
| 6M | +9.5% | +8.7% | +0.8% | +7.3% |
| YTD | +13.0% | +41.0% | -27.9% | +9.0% |
| 1Y | +18.0% | +82.7% | -64.7% | +12.3% |
| All | +18.0% | +79.6% | -61.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling