-1.8%
CMS vs EFX
-7.6%
+5.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +6.2% | +25.1% | -18.9% | +4.5% |
| 3M | +0.6% | +1.7% | -1.0% | +0.1% |
| 6M | -1.8% | +18.4% | -20.1% | -2.9% |
| YTD | +3.8% | -12.5% | +16.4% | +2.1% |
| 1Y | -1.8% | -8.1% | +6.3% | -4.1% |
| All | -1.8% | -7.6% | +5.9% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling