+288.0%
CME vs GEN
+151.0%
+137.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +1.7% | +1.0% | +0.6% | +1.5% |
| 30D | +10.2% | +29.1% | -18.9% | +7.1% |
| 3M | +17.8% | +2.9% | +14.9% | +17.0% |
| 6M | +11.0% | +33.6% | -22.6% | +7.0% |
| YTD | +17.0% | +12.0% | +5.0% | +14.7% |
| 1Y | +15.8% | +16.2% | -0.4% | +13.0% |
| 3Y | +61.8% | +65.1% | -3.3% | +49.2% |
| 5Y | +72.5% | +33.3% | +39.2% | +61.5% |
| 10Y | +288.0% | +149.7% | +138.3% | +223.3% |
| All | +288.0% | +151.0% | +137.0% | +223.3% |
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