+6,781.2%
CME vs GEN
+752.3%
+6,028.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +6.2% | +10.1% | -3.9% | +3.5% |
| 3M | +10.4% | +16.1% | -5.7% | +5.9% |
| 6M | -9.5% | +38.9% | -48.4% | -17.9% |
| YTD | +6.0% | +14.4% | -8.4% | +0.8% |
| 1Y | +9.3% | +5.9% | +3.4% | +5.9% |
| 3Y | +57.7% | +58.8% | -1.1% | +32.8% |
| 5Y | +77.7% | +24.7% | +53.0% | +55.8% |
| 10Y | +281.2% | +163.1% | +118.2% | +139.9% |
| All | +6,781.2% | +752.3% | +6,028.9% | +2,730.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling