+716.1%
CMS vs EFV
+258.8%
+457.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.4% | +1.5% | -1.1% | -0.3% |
| 30D | -3.6% | +1.7% | -5.3% | -4.4% |
| 3M | -1.9% | +8.6% | -10.6% | -5.9% |
| 6M | -11.0% | +11.7% | -22.6% | -15.8% |
| YTD | +0.2% | +19.3% | -19.1% | -8.4% |
| 1Y | -1.3% | +30.2% | -31.5% | -13.5% |
| 3Y | +35.9% | +91.6% | -55.6% | -1.9% |
| 5Y | +23.1% | +96.4% | -73.3% | -13.3% |
| 10Y | +117.9% | +166.5% | -48.6% | +27.4% |
| All | +716.1% | +258.8% | +457.3% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling