+2,765.1%
GE vs CMS
+463.7%
+2,301.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.3% |
| 7D | +7.1% | -1.3% | +8.4% | +7.5% |
| 30D | +6.5% | +6.3% | +0.1% | +4.5% |
| 3M | -13.6% | -2.1% | -11.5% | -13.1% |
| 6M | +6.0% | -5.1% | +11.1% | +7.3% |
| YTD | +5.4% | +1.3% | +4.1% | +4.6% |
| 1Y | +6.5% | -1.4% | +7.9% | +6.5% |
| 3Y | +268.6% | +36.9% | +231.7% | +232.0% |
| 5Y | +389.0% | +32.5% | +356.5% | +340.4% |
| 10Y | +163.3% | +126.8% | +36.6% | +101.8% |
| All | +2,765.1% | +463.7% | +2,301.4% | +1,446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling