+132.3%
CMS vs EFX
+63.8%
+68.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.9% | -2.2% | +1.3% | -0.5% |
| 30D | +7.1% | +29.2% | -22.1% | +1.5% |
| 3M | -1.3% | +3.5% | -4.7% | -2.4% |
| 6M | -2.7% | +7.8% | -10.4% | -5.0% |
| YTD | +2.6% | -12.4% | +15.0% | +3.9% |
| 1Y | -2.0% | -8.2% | +6.2% | -1.9% |
| 3Y | +39.6% | +4.7% | +34.9% | +31.4% |
| 5Y | +35.3% | -32.0% | +67.4% | +38.2% |
| 10Y | +132.3% | +69.1% | +63.3% | +77.5% |
| All | +132.3% | +63.8% | +68.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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