+436.6%
GE vs CMS
+23.4%
+413.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -11.6% | -3.6% | -8.0% | -10.9% |
| 3M | +3.0% | -1.9% | +4.9% | +3.3% |
| 6M | -0.5% | -11.0% | +10.4% | +1.6% |
| YTD | +9.7% | +0.2% | +9.5% | +9.5% |
| 1Y | +20.0% | -1.3% | +21.4% | +20.0% |
| 3Y | +275.8% | +35.9% | +239.9% | +248.7% |
| All | +436.6% | +23.4% | +413.1% | +401.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling