+34.9%
CMS vs GNRC
-57.1%
+92.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.3% | +11.9% | -13.2% | -1.8% |
| 30D | +5.3% | -10.0% | +15.2% | +5.6% |
| 3M | -0.3% | -13.1% | +12.7% | +0.1% |
| 6M | -4.0% | -28.5% | +24.4% | -3.0% |
| YTD | +2.1% | +41.4% | -39.3% | -1.2% |
| 1Y | -4.7% | +18.8% | -23.5% | -6.9% |
| 3Y | +36.8% | +86.3% | -49.5% | +27.7% |
| 5Y | +34.9% | -56.8% | +91.7% | +19.2% |
| All | +34.9% | -57.1% | +92.0% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling