+7,418.1%
CME vs GEN
+728.4%
+6,689.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.2% |
| 7D | +0.9% | +2.3% | -1.4% | +0.3% |
| 30D | +13.2% | +33.1% | -19.9% | +5.0% |
| 3M | +16.3% | +6.5% | +9.8% | +13.4% |
| 6M | +7.1% | +53.8% | -46.7% | -5.8% |
| YTD | +15.8% | +11.2% | +4.6% | +10.1% |
| 1Y | +17.1% | +19.4% | -2.3% | +9.1% |
| 3Y | +63.2% | +81.0% | -17.9% | +31.6% |
| 5Y | +70.2% | +33.4% | +36.8% | +45.0% |
| 10Y | +337.0% | +164.3% | +172.7% | +172.2% |
| All | +7,418.1% | +728.4% | +6,689.7% | +2,990.5% |
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