+162.4%
GE vs CMS
+127.7%
+34.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.6% |
| 7D | +6.3% | -0.9% | +7.2% | +6.6% |
| 30D | +8.9% | +7.1% | +1.8% | +6.2% |
| 3M | -9.2% | -1.3% | -7.9% | -8.8% |
| 6M | +13.2% | -2.7% | +15.9% | +13.9% |
| YTD | +9.4% | +2.6% | +6.8% | +7.9% |
| 1Y | +9.8% | -2.0% | +11.8% | +10.0% |
| 3Y | +278.2% | +39.6% | +238.6% | +227.1% |
| 5Y | +396.0% | +35.3% | +360.7% | +326.2% |
| 10Y | +162.4% | +132.3% | +30.0% | +109.1% |
| All | +162.4% | +127.7% | +34.7% | +109.1% |
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