+738.6%
CMS vs EFV
+248.5%
+490.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.5% | +2.1% | -1.6% | -0.5% |
| 30D | +7.4% | +3.1% | +4.4% | +5.9% |
| 3M | +1.9% | -1.3% | +3.2% | +2.4% |
| 6M | -2.3% | +6.0% | -8.3% | -5.3% |
| YTD | +3.0% | +15.8% | -12.9% | -4.6% |
| 1Y | -2.8% | +21.1% | -23.9% | -11.8% |
| 3Y | +37.9% | +91.0% | -53.1% | -0.4% |
| 5Y | +34.0% | +94.3% | -60.3% | -5.2% |
| 10Y | +138.1% | +160.4% | -22.3% | +40.6% |
| All | +738.6% | +248.5% | +490.1% | +291.4% |
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