+237.0%
CFG vs GEN
+166.9%
+70.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +3.2% | +28.2% | -24.9% | -3.7% |
| 3M | -9.7% | +2.6% | -12.3% | -11.1% |
| 6M | +3.6% | +32.7% | -29.0% | -5.6% |
| YTD | +14.7% | +11.3% | +3.4% | +9.0% |
| 1Y | +29.6% | +17.9% | +11.6% | +21.1% |
| 3Y | +190.6% | +66.3% | +124.2% | +145.4% |
| 5Y | +67.1% | +31.7% | +35.4% | +46.7% |
| 10Y | +237.0% | +150.0% | +87.0% | +160.8% |
| All | +237.0% | +166.9% | +70.1% | +160.8% |
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