+435.2%
CMS vs GRMN
+6,655.2%
-6,220.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | -2.9% | +3.2% | +0.9% |
| 30D | -3.6% | -8.4% | +4.8% | -2.2% |
| 3M | -1.9% | +15.0% | -16.9% | -4.6% |
| 6M | -11.0% | +11.2% | -22.2% | -13.1% |
| YTD | +0.2% | +37.7% | -37.5% | -6.0% |
| 1Y | -1.3% | +18.5% | -19.8% | -5.2% |
| 3Y | +35.9% | +175.8% | -139.9% | +9.8% |
| 5Y | +23.1% | +75.1% | -52.0% | +6.7% |
| 10Y | +117.9% | +637.0% | -519.1% | +45.6% |
| All | +435.2% | +6,655.2% | -6,220.0% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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