-5.7%
CMG vs GEN
+20.0%
-25.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.5% | -2.9% | -3.6% | -5.8% |
| 30D | +12.1% | +2.1% | +10.1% | +11.4% |
| 3M | +20.6% | +19.7% | +0.9% | +15.2% |
| 6M | +2.1% | +33.3% | -31.2% | -5.6% |
| YTD | -2.6% | +11.1% | -13.7% | -6.0% |
| 1Y | -8.7% | +3.0% | -11.7% | -10.3% |
| 3Y | -7.4% | +57.9% | -65.3% | -19.1% |
| 5Y | -5.7% | +20.6% | -26.3% | -13.3% |
| All | -5.7% | +20.0% | -25.7% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling