+19,269.7%
CMI vs EFX
+6,078.9%
+13,190.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.4% |
| 7D | +0.7% | -9.4% | +10.1% | +4.3% |
| 30D | -12.3% | -6.9% | -5.4% | -10.3% |
| 3M | -16.8% | +0.1% | -16.9% | -18.8% |
| 6M | +1.5% | -17.3% | +18.9% | +5.9% |
| YTD | +9.8% | -21.8% | +31.6% | +15.6% |
| 1Y | +42.6% | -32.5% | +75.1% | +58.4% |
| 3Y | +151.0% | -12.3% | +163.3% | +141.6% |
| 5Y | +167.0% | -36.6% | +203.6% | +183.8% |
| 10Y | +512.2% | +41.0% | +471.1% | +331.6% |
| All | +19,269.7% | +6,078.9% | +13,190.9% | +4,651.5% |
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