-4.7%
CMS vs EFX
-10.6%
+5.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.3% | -3.6% | +2.4% | -0.9% |
| 30D | +5.3% | +25.3% | -20.0% | +3.6% |
| 3M | -0.3% | +3.8% | -4.1% | -1.0% |
| 6M | -4.0% | +12.7% | -16.8% | -5.0% |
| YTD | +2.1% | -13.1% | +15.3% | +0.5% |
| 1Y | -4.7% | -9.3% | +4.6% | -7.0% |
| All | -4.7% | -10.6% | +5.9% | -7.0% |
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 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