+164.4%
CMI vs GEN
+21.4%
+142.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | +0.8% | -4.4% | +5.2% | +1.6% |
| 30D | -12.8% | +3.7% | -16.5% | -13.5% |
| 3M | -12.4% | +22.2% | -34.7% | -16.2% |
| 6M | -0.9% | +38.9% | -39.8% | -8.6% |
| YTD | +8.9% | +11.9% | -3.0% | +5.9% |
| 1Y | +37.7% | +4.5% | +33.2% | +36.3% |
| 3Y | +148.9% | +59.0% | +89.9% | +120.8% |
| 5Y | +164.4% | +22.0% | +142.4% | +146.1% |
| All | +164.4% | +21.4% | +142.9% | +146.1% |
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 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