+322.0%
CMG vs EFX
+42.6%
+279.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -4.5% | +2.5% | -0.6% |
| 30D | +10.9% | -6.1% | +17.0% | +12.9% |
| 3M | +15.8% | +6.2% | +9.6% | +12.4% |
| 6M | +6.9% | -11.2% | +18.2% | +9.6% |
| YTD | -2.2% | -21.4% | +19.2% | +3.6% |
| 1Y | -7.1% | -34.3% | +27.2% | +4.2% |
| 3Y | -7.1% | -12.5% | +5.4% | -9.1% |
| 5Y | -4.8% | -35.6% | +30.8% | +1.0% |
| All | +322.0% | +42.6% | +279.4% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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