+140.2%
CMS vs EFV
+163.3%
-23.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +1.7% | +2.5% | -0.8% | +0.7% |
| 30D | +6.2% | +2.9% | +3.3% | +4.9% |
| 3M | +0.6% | -1.4% | +2.1% | +1.2% |
| 6M | -1.8% | +5.5% | -7.3% | -4.2% |
| YTD | +3.8% | +16.1% | -12.2% | -3.0% |
| 1Y | -1.8% | +20.3% | -22.0% | -9.7% |
| 3Y | +39.8% | +90.4% | -50.6% | +4.2% |
| 5Y | +37.1% | +93.5% | -56.4% | +0.2% |
| All | +140.2% | +163.3% | -23.2% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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