+217.0%
CFG vs GEN
+151.3%
+65.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | +2.8% | +29.1% | -26.3% | -4.3% |
| 3M | -10.1% | +2.9% | -13.0% | -11.6% |
| 6M | +3.2% | +33.6% | -30.4% | -6.2% |
| YTD | +14.2% | +12.0% | +2.1% | +8.4% |
| 1Y | +27.4% | +16.2% | +11.2% | +19.6% |
| 3Y | +187.6% | +65.1% | +122.5% | +143.4% |
| 5Y | +65.7% | +33.3% | +32.4% | +45.1% |
| All | +217.0% | +151.3% | +65.7% | +146.3% |
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 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