+278.2%
GE vs CMS
+37.7%
+240.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +4.0% | -1.1% | +5.2% | +4.2% |
| 30D | +11.1% | +6.6% | +4.5% | +10.2% |
| 3M | -6.7% | +0.8% | -7.5% | -6.9% |
| 6M | +14.3% | -3.3% | +17.6% | +14.5% |
| YTD | +11.7% | +2.7% | +9.0% | +11.4% |
| 1Y | +10.9% | -4.0% | +14.9% | +11.2% |
| All | +278.2% | +37.7% | +240.4% | +281.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling