+39.8%
CMS vs EFX
+4.8%
+35.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.4% |
| 3M | +0.6% | +1.7% | -1.0% | +0.2% |
| 6M | -1.8% | +18.4% | -20.1% | -4.1% |
| YTD | +3.8% | -12.5% | +16.4% | +4.7% |
| 1Y | -1.8% | -8.1% | +6.3% | -1.7% |
| 3Y | +39.8% | +4.8% | +35.0% | +20.1% |
| All | +39.8% | +4.8% | +35.0% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling