+151.2%
GE vs CMS
+136.3%
+15.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +5.1% | -1.3% | +6.4% | +5.6% |
| 30D | +7.6% | +5.3% | +2.3% | +5.6% |
| 3M | -9.3% | -0.3% | -9.0% | -9.2% |
| 6M | +11.5% | -4.0% | +15.6% | +12.8% |
| YTD | +7.9% | +2.1% | +5.7% | +6.5% |
| 1Y | +7.6% | -4.7% | +12.4% | +9.0% |
| 3Y | +265.9% | +36.8% | +229.0% | +218.8% |
| 5Y | +405.9% | +34.9% | +371.1% | +334.9% |
| All | +151.2% | +136.3% | +15.0% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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