+37.4%
CMI vs GEN
+5.1%
+32.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +1.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.9% |
| 30D | -12.4% | +6.1% | -18.5% | -11.7% |
| 3M | -14.8% | +27.0% | -41.7% | -12.7% |
| 6M | +0.8% | +43.9% | -43.1% | +3.2% |
| YTD | +10.2% | +13.0% | -2.8% | +14.6% |
| 1Y | +37.4% | +4.0% | +33.4% | +49.1% |
| All | +37.4% | +5.1% | +32.3% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling