+66.4%
CME vs GEN
+67.9%
-1.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.7% |
| 7D | +3.9% | +2.0% | +1.9% | +3.9% |
| 30D | +11.3% | +27.7% | -16.4% | +10.6% |
| 3M | +19.6% | +3.3% | +16.3% | +19.0% |
| 6M | +8.1% | +31.8% | -23.7% | +7.5% |
| YTD | +20.4% | +13.5% | +6.9% | +19.5% |
| 1Y | +16.5% | +16.0% | +0.5% | +15.6% |
| 3Y | +66.4% | +70.6% | -4.1% | +68.9% |
| All | +66.4% | +67.9% | -1.5% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling