+136.2%
CMS vs EFX
+79.2%
+57.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.3% | -3.6% | +2.4% | -0.5% |
| 30D | +5.3% | +25.3% | -20.0% | +0.4% |
| 3M | -0.3% | +3.8% | -4.1% | -1.5% |
| 6M | -4.0% | +12.7% | -16.8% | -7.1% |
| YTD | +2.1% | -13.1% | +15.3% | +3.5% |
| 1Y | -4.7% | -9.3% | +4.6% | -4.4% |
| 3Y | +36.8% | +3.5% | +33.3% | +29.1% |
| 5Y | +34.9% | -30.6% | +65.5% | +36.9% |
| All | +136.2% | +79.2% | +57.0% | +76.0% |
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