+140.2%
CMS vs GNRC
+372.1%
-231.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +1.7% | +7.9% | -6.2% | +1.1% |
| 30D | +6.2% | -3.7% | +9.9% | +6.3% |
| 3M | +0.6% | -11.9% | +12.6% | +1.2% |
| 6M | -1.8% | -28.6% | +26.9% | 0.0% |
| YTD | +3.8% | +39.9% | -36.0% | -1.0% |
| 1Y | -1.8% | +23.4% | -25.1% | -5.4% |
| 3Y | +39.8% | +84.2% | -44.4% | +27.0% |
| 5Y | +37.1% | -57.3% | +94.4% | +41.1% |
| All | +140.2% | +372.1% | -231.9% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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