+65.4%
IEFA vs CRS
+612.2%
-546.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.9% |
| 3M | +3.4% | -21.2% | +24.6% | +6.6% |
| 6M | +9.5% | +8.7% | +0.8% | +7.5% |
| YTD | +13.0% | +41.0% | -27.9% | +7.3% |
| 1Y | +18.0% | +82.7% | -64.7% | +7.8% |
| 3Y | +65.4% | +604.8% | -539.4% | +24.2% |
| All | +65.4% | +612.2% | -546.9% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling