+280.6%
CME vs GEN
+150.6%
+130.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | -2.9% | +2.3% | -0.3% |
| 30D | +4.7% | +2.1% | +2.6% | +4.4% |
| 3M | +7.8% | +19.7% | -11.9% | +5.7% |
| 6M | -11.0% | +33.3% | -44.2% | -14.1% |
| YTD | +4.0% | +11.1% | -7.1% | +2.3% |
| 1Y | +9.1% | +3.0% | +6.1% | +8.2% |
| 3Y | +52.3% | +57.9% | -5.6% | +41.4% |
| 5Y | +76.1% | +20.6% | +55.5% | +67.6% |
| 10Y | +280.6% | +153.2% | +127.4% | +210.5% |
| All | +280.6% | +150.6% | +130.0% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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