+132.3%
CMS vs GEN
+166.9%
-34.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +7.1% | +28.2% | -21.1% | +5.0% |
| 3M | -1.3% | +2.6% | -3.9% | -1.8% |
| 6M | -2.7% | +32.7% | -35.3% | -5.2% |
| YTD | +2.6% | +11.3% | -8.6% | +1.3% |
| 1Y | -2.0% | +17.9% | -19.9% | -3.8% |
| 3Y | +39.6% | +66.3% | -26.7% | +32.3% |
| 5Y | +35.3% | +31.7% | +3.7% | +29.7% |
| 10Y | +132.3% | +150.0% | -17.7% | +112.0% |
| All | +132.3% | +166.9% | -34.5% | +112.0% |
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