-7.3%
CMG vs EFX
-12.7%
+5.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.8% | -11.1% | +7.3% | -1.5% |
| 30D | +12.9% | -7.4% | +20.3% | +14.6% |
| 3M | +18.8% | +1.5% | +17.3% | +17.2% |
| 6M | +4.1% | -13.7% | +17.8% | +6.4% |
| YTD | -2.4% | -21.9% | +19.5% | +1.8% |
| 1Y | -6.7% | -30.8% | +24.1% | -0.4% |
| All | -7.3% | -12.7% | +5.4% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling