+299.5%
CME vs GEN
+166.9%
+132.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +8.5% | +28.2% | -19.6% | +5.6% |
| 3M | +16.0% | +2.6% | +13.4% | +15.3% |
| 6M | +9.3% | +32.7% | -23.3% | +5.5% |
| YTD | +15.3% | +11.3% | +4.0% | +13.1% |
| 1Y | +14.4% | +17.9% | -3.5% | +11.4% |
| 3Y | +59.9% | +66.3% | -6.4% | +47.2% |
| 5Y | +69.4% | +31.7% | +37.8% | +58.9% |
| 10Y | +299.5% | +150.0% | +149.5% | +230.6% |
| All | +299.5% | +166.9% | +132.6% | +230.6% |
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