+73.1%
CME vs GEN
+33.3%
+39.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | +3.9% | +2.0% | +1.9% | +3.8% |
| 30D | +11.3% | +27.7% | -16.4% | +9.6% |
| 3M | +19.6% | +3.3% | +16.3% | +19.0% |
| 6M | +8.1% | +31.8% | -23.7% | +6.0% |
| YTD | +20.4% | +13.5% | +6.9% | +19.0% |
| 1Y | +16.5% | +16.0% | +0.5% | +14.9% |
| 3Y | +66.4% | +70.6% | -4.1% | +57.4% |
| All | +73.1% | +33.3% | +39.7% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling