+220.7%
CF vs GEN
+24.6%
+196.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -3.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.1% |
| 30D | +14.8% | +10.1% | +4.7% | +13.3% |
| 3M | +14.1% | +16.1% | -2.0% | +11.7% |
| 6M | +28.5% | +38.9% | -10.3% | +22.1% |
| YTD | +74.9% | +14.4% | +60.5% | +72.6% |
| 1Y | +61.7% | +5.9% | +55.8% | +62.1% |
| 3Y | +80.3% | +58.8% | +21.5% | +62.4% |
| All | +220.7% | +24.6% | +196.1% | +206.3% |
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 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