+34.7%
CMS vs EFV
+87.6%
-52.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.7% |
| 7D | -1.3% | -0.7% | -0.7% | -1.1% |
| 30D | +6.3% | +0.9% | +5.4% | +6.0% |
| 3M | -2.1% | -3.6% | +1.5% | -0.9% |
| 6M | -5.1% | +2.5% | -7.6% | -6.0% |
| YTD | +1.3% | +13.2% | -11.9% | -3.5% |
| 1Y | -1.4% | +20.3% | -21.7% | -8.2% |
| 3Y | +36.9% | +84.9% | -48.0% | +7.4% |
| All | +34.7% | +87.6% | -52.9% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling