+237.6%
CFG vs GEN
+157.3%
+80.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.5% |
| 30D | +1.1% | +33.1% | -32.0% | -6.7% |
| 3M | -12.0% | +6.5% | -18.5% | -14.3% |
| 6M | -2.2% | +53.8% | -56.0% | -14.9% |
| YTD | +11.4% | +11.2% | +0.2% | +5.9% |
| 1Y | +27.8% | +19.4% | +8.5% | +19.0% |
| 3Y | +173.3% | +81.0% | +92.3% | +125.3% |
| 5Y | +62.4% | +33.4% | +29.0% | +42.2% |
| All | +237.6% | +157.3% | +80.3% | +162.1% |
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