+459.7%
CMS vs GEN
+8,838.9%
-8,379.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | -3.6% | +10.1% | -13.7% | -4.3% |
| 3M | -1.9% | +16.1% | -18.0% | -3.0% |
| 6M | -11.0% | +38.9% | -49.8% | -13.3% |
| YTD | +0.2% | +14.4% | -14.2% | -1.1% |
| 1Y | -1.3% | +5.9% | -7.2% | -2.1% |
| 3Y | +35.9% | +58.8% | -22.9% | +30.4% |
| 5Y | +23.1% | +24.7% | -1.6% | +19.4% |
| 10Y | +117.9% | +163.1% | -45.2% | +97.1% |
| All | +459.7% | +8,838.9% | -8,379.2% | +265.7% |
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