+465.5%
CMS vs GEN
+8,588.0%
-8,122.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | -2.1% | +6.5% | -8.5% | -2.7% |
| 6M | -5.1% | +53.8% | -58.9% | -8.3% |
| YTD | +1.3% | +11.2% | -10.0% | -0.1% |
| 1Y | -1.4% | +19.4% | -20.8% | -3.2% |
| 3Y | +36.9% | +81.0% | -44.1% | +29.9% |
| 5Y | +32.5% | +33.4% | -0.9% | +27.7% |
| 10Y | +126.8% | +164.3% | -37.5% | +104.7% |
| All | +465.5% | +8,588.0% | -8,122.5% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling