+132.3%
CMS vs EFV
+165.2%
-32.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.6% |
| 7D | -0.9% | +1.7% | -2.7% | -1.6% |
| 30D | +7.1% | +3.4% | +3.6% | +5.5% |
| 3M | -1.3% | -1.7% | +0.4% | -0.7% |
| 6M | -2.7% | +6.4% | -9.1% | -5.4% |
| YTD | +2.6% | +16.3% | -13.7% | -4.2% |
| 1Y | -2.0% | +22.9% | -24.9% | -10.8% |
| 3Y | +39.6% | +92.8% | -53.2% | +3.4% |
| 5Y | +35.3% | +93.5% | -58.2% | -1.1% |
| 10Y | +132.3% | +162.1% | -29.8% | +30.6% |
| All | +132.3% | +165.2% | -32.8% | +30.6% |
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