+4,100.0%
CMG vs GEN
+394.8%
+3,705.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.0% |
| 7D | -2.8% | -1.2% | -1.6% | -2.5% |
| 30D | +7.1% | +10.1% | -3.0% | +4.0% |
| 3M | +31.2% | +16.1% | +15.1% | +25.1% |
| 6M | +0.7% | +38.9% | -38.2% | -9.7% |
| YTD | -0.1% | +14.4% | -14.5% | -5.4% |
| 1Y | -10.7% | +5.9% | -16.6% | -13.6% |
| 3Y | -4.7% | +58.8% | -63.5% | -20.0% |
| 5Y | -3.8% | +24.7% | -28.4% | -14.9% |
| 10Y | +352.5% | +163.1% | +189.4% | +184.2% |
| All | +4,100.0% | +394.8% | +3,705.2% | +1,605.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling