+165.0%
CMI vs EFX
-36.2%
+201.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | -0.7% | -4.5% | +3.8% | +0.1% |
| 30D | -12.4% | -6.1% | -6.3% | -11.6% |
| 3M | -14.8% | +6.2% | -21.0% | -17.0% |
| 6M | +0.8% | -11.2% | +12.0% | +2.2% |
| YTD | +10.2% | -21.4% | +31.6% | +14.7% |
| 1Y | +37.4% | -34.3% | +71.7% | +50.5% |
| 3Y | +153.3% | -12.5% | +165.8% | +147.4% |
| All | +165.0% | -36.2% | +201.2% | +174.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling