+724.7%
CMS vs EFV
+240.5%
+484.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | -1.3% | -0.7% | -0.7% | -1.0% |
| 30D | +6.3% | +0.9% | +5.4% | +5.9% |
| 3M | -2.1% | -3.6% | +1.5% | -0.4% |
| 6M | -5.1% | +2.5% | -7.6% | -6.5% |
| YTD | +1.3% | +13.2% | -11.9% | -5.1% |
| 1Y | -1.4% | +20.3% | -21.7% | -10.3% |
| 3Y | +36.9% | +84.9% | -48.0% | +0.4% |
| 5Y | +32.5% | +87.7% | -55.2% | -4.6% |
| 10Y | +126.8% | +160.7% | -34.0% | +33.8% |
| All | +724.7% | +240.5% | +484.2% | +289.3% |
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