-41.2%
CAG vs GEN
+20.0%
-61.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -6.6% | -2.9% | -3.7% | -6.3% |
| 30D | +2.3% | +2.1% | +0.2% | +2.0% |
| 3M | +16.3% | +19.7% | -3.4% | +13.6% |
| 6M | -16.0% | +33.3% | -49.3% | -19.1% |
| YTD | -7.7% | +11.1% | -18.8% | -9.1% |
| 1Y | -16.0% | +3.0% | -19.0% | -16.6% |
| 3Y | -37.7% | +57.9% | -95.6% | -41.5% |
| 5Y | -41.2% | +20.6% | -61.8% | -44.2% |
| All | -41.2% | +20.0% | -61.2% | -44.2% |
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