+121.7%
CMS vs GEN
+157.3%
-35.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.9% |
| 7D | -1.3% | +2.3% | -3.6% | -1.5% |
| 30D | +6.3% | +33.1% | -26.7% | +3.9% |
| 3M | -2.1% | +6.5% | -8.5% | -2.8% |
| 6M | -5.1% | +53.8% | -58.9% | -8.7% |
| YTD | +1.3% | +11.2% | -10.0% | 0.0% |
| 1Y | -1.4% | +19.4% | -20.8% | -3.3% |
| 3Y | +36.9% | +81.0% | -44.1% | +28.8% |
| 5Y | +32.5% | +33.4% | -0.9% | +26.9% |
| All | +121.7% | +157.3% | -35.6% | +102.5% |
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