+643.2%
GEV vs CMS
+26.7%
+616.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.3% |
| 7D | +8.1% | +1.2% | +6.9% | +8.5% |
| 30D | -1.9% | -3.2% | +1.2% | -3.0% |
| 3M | +4.1% | -2.2% | +6.3% | +2.8% |
| 6M | +23.2% | -9.4% | +32.6% | +19.7% |
| YTD | +48.9% | +0.7% | +48.2% | +49.7% |
| 1Y | +62.2% | +0.4% | +61.8% | +63.4% |
| All | +643.2% | +26.7% | +616.5% | +692.1% |
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