+38.3%
CMS vs GEN
+69.2%
-30.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | +6.6% | +31.2% | -24.6% | +4.9% |
| 3M | +0.8% | +6.1% | -5.3% | +0.2% |
| 6M | -3.3% | +38.1% | -41.4% | -5.5% |
| YTD | +2.7% | +14.4% | -11.7% | +2.9% |
| 1Y | -4.0% | +15.1% | -19.1% | -4.0% |
| All | +38.3% | +69.2% | -30.9% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling