+192.6%
CFG vs GEN
+69.2%
+123.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | +3.1% | +31.2% | -28.1% | -3.9% |
| 3M | -9.7% | +6.1% | -15.8% | -11.3% |
| 6M | +6.7% | +38.1% | -31.4% | -3.8% |
| YTD | +15.2% | +14.4% | +0.8% | +11.3% |
| 1Y | +28.8% | +15.1% | +13.6% | +24.1% |
| All | +192.6% | +69.2% | +123.4% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling