-38.3%
CAG vs GEN
+152.9%
-191.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.9% |
| 7D | -3.3% | +2.0% | -5.4% | -3.6% |
| 30D | +7.7% | +27.7% | -20.1% | +4.2% |
| 3M | -3.2% | +3.3% | -6.4% | -4.0% |
| 6M | +7.0% | +31.8% | -24.8% | +2.7% |
| YTD | -9.0% | +13.5% | -22.5% | -11.2% |
| 1Y | -9.6% | +16.0% | -25.6% | -12.0% |
| 3Y | -36.0% | +70.6% | -106.6% | -41.1% |
| 5Y | -40.9% | +32.1% | -73.0% | -44.5% |
| All | -38.3% | +152.9% | -191.2% | -48.0% |
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 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