+34.9%
CMS vs GEN
+31.4%
+3.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | +5.3% | +24.7% | -19.4% | +2.9% |
| 3M | -0.3% | +4.1% | -4.5% | -1.1% |
| 6M | -4.0% | +36.0% | -40.1% | -7.6% |
| YTD | +2.1% | +10.9% | -8.7% | +1.0% |
| 1Y | -4.7% | +12.2% | -16.9% | -6.0% |
| 3Y | +36.8% | +63.3% | -26.5% | +25.9% |
| 5Y | +34.9% | +29.0% | +5.8% | +25.9% |
| All | +34.9% | +31.4% | +3.5% | +25.9% |
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