+122.2%
CMS vs EFX
+38.5%
+83.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | +0.2% | -9.4% | +9.5% | +2.1% |
| 30D | -1.3% | -6.9% | +5.6% | 0.0% |
| 3M | -5.4% | +0.1% | -5.5% | -5.9% |
| 6M | -10.3% | -17.3% | +7.0% | -7.5% |
| YTD | -0.2% | -21.8% | +21.6% | +3.6% |
| 1Y | -0.9% | -32.5% | +31.7% | +6.1% |
| 3Y | +34.0% | -12.3% | +46.3% | +31.2% |
| 5Y | +23.6% | -36.6% | +60.2% | +27.7% |
| 10Y | +122.2% | +41.0% | +81.2% | +75.9% |
| All | +122.2% | +38.5% | +83.7% | +75.9% |
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