+25.9%
CMS vs EFX
-33.8%
+59.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.7% |
| 7D | +0.4% | -8.6% | +9.0% | +1.6% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | -1.9% | +3.8% | -5.8% | -2.8% |
| 6M | -11.0% | -13.5% | +2.5% | -9.5% |
| YTD | +0.2% | -17.7% | +17.9% | +2.3% |
| 1Y | -1.3% | -25.6% | +24.3% | +2.2% |
| 3Y | +35.9% | -12.1% | +48.0% | +33.8% |
| All | +25.9% | -33.8% | +59.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling