+4,100.0%
CMG vs EFX
+453.8%
+3,646.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.3% |
| 7D | -1.5% | -7.8% | +6.4% | +1.8% |
| 30D | +12.7% | -5.7% | +18.4% | +15.2% |
| 3M | +26.3% | +2.5% | +23.8% | +23.0% |
| 6M | +4.5% | -16.7% | +21.2% | +10.7% |
| YTD | -0.1% | -20.2% | +20.1% | +6.7% |
| 1Y | -6.8% | -31.4% | +24.6% | +5.9% |
| 3Y | -5.0% | -10.5% | +5.5% | -9.1% |
| 5Y | -3.0% | -35.2% | +32.2% | +5.4% |
| 10Y | +323.6% | +40.2% | +283.4% | +190.2% |
| All | +4,100.0% | +453.8% | +3,646.2% | +1,127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling