+23.6%
CMS vs GNRC
-58.2%
+81.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +0.2% | +3.2% | -3.0% | 0.0% |
| 30D | -1.3% | -9.5% | +8.2% | -0.8% |
| 3M | -5.4% | -28.5% | +23.2% | -4.1% |
| 6M | -10.3% | -10.0% | -0.4% | -10.4% |
| YTD | -0.2% | +36.7% | -37.0% | -3.0% |
| 1Y | -0.9% | +2.6% | -3.4% | -2.1% |
| 3Y | +34.0% | +61.9% | -27.9% | +26.8% |
| 5Y | +23.6% | -59.0% | +82.6% | +11.7% |
| All | +23.6% | -58.2% | +81.7% | +11.7% |
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