+36.9%
CMS vs EFX
+7.5%
+29.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.9% |
| 7D | -1.3% | +2.7% | -4.0% | -1.6% |
| 30D | +6.3% | +33.1% | -26.8% | +2.8% |
| 3M | -2.1% | +8.2% | -10.2% | -3.2% |
| 6M | -5.1% | +10.2% | -15.2% | -6.6% |
| YTD | +1.3% | -11.8% | +13.1% | +2.0% |
| 1Y | -1.4% | -6.1% | +4.7% | -1.6% |
| 3Y | +36.9% | +7.5% | +29.4% | +16.3% |
| All | +36.9% | +7.5% | +29.5% | +16.3% |
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