+321.2%
CMG vs GEN
+157.3%
+163.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -3.8% | -4.3% | +0.5% | -3.0% |
| 30D | +12.9% | +3.8% | +9.1% | +12.0% |
| 3M | +18.8% | +22.3% | -3.5% | +13.9% |
| 6M | +4.1% | +39.0% | -34.9% | -3.3% |
| YTD | -2.4% | +11.9% | -14.2% | -5.4% |
| 1Y | -6.7% | +4.5% | -11.2% | -8.4% |
| 3Y | -7.1% | +59.0% | -66.1% | -17.0% |
| 5Y | -5.0% | +22.0% | -27.0% | -11.7% |
| All | +321.2% | +157.3% | +163.9% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling