+503.2%
CMI vs EFX
+42.6%
+460.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | -0.7% | -4.5% | +3.8% | +0.5% |
| 30D | -12.4% | -6.1% | -6.3% | -11.3% |
| 3M | -14.8% | +6.2% | -21.0% | -17.6% |
| 6M | +0.8% | -11.2% | +12.0% | +2.2% |
| YTD | +10.2% | -21.4% | +31.6% | +15.0% |
| 1Y | +37.4% | -34.3% | +71.7% | +51.5% |
| 3Y | +153.3% | -12.5% | +165.8% | +146.4% |
| 5Y | +167.6% | -35.6% | +203.2% | +181.5% |
| All | +503.2% | +42.6% | +460.6% | +358.2% |
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