+115.8%
CMS vs EFV
+163.3%
-47.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.2% | +1.0% | +0.2% | +0.8% |
| 30D | -3.2% | +0.2% | -3.3% | -3.2% |
| 3M | -2.2% | +9.6% | -11.8% | -6.0% |
| 6M | -9.4% | +14.0% | -23.5% | -14.6% |
| YTD | +0.7% | +18.5% | -17.8% | -6.8% |
| 1Y | +0.4% | +27.9% | -27.5% | -10.2% |
| 3Y | +35.2% | +92.4% | -57.3% | +0.1% |
| 5Y | +24.1% | +97.2% | -73.0% | -10.2% |
| 10Y | +115.8% | +163.0% | -47.2% | +17.5% |
| All | +115.8% | +163.3% | -47.5% | +17.5% |
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