+140.2%
CMS vs GEN
+152.9%
-12.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.5% |
| 7D | +1.7% | +2.0% | -0.3% | +1.6% |
| 30D | +6.2% | +27.7% | -21.5% | +4.1% |
| 3M | +0.6% | +3.3% | -2.6% | +0.1% |
| 6M | -1.8% | +31.8% | -33.6% | -4.3% |
| YTD | +3.8% | +13.5% | -9.7% | +2.4% |
| 1Y | -1.8% | +16.0% | -17.8% | -3.4% |
| 3Y | +39.8% | +70.6% | -30.7% | +32.2% |
| 5Y | +37.1% | +32.1% | +5.0% | +31.3% |
| All | +140.2% | +152.9% | -12.7% | +118.4% |
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