+181.4%
CFG vs GEN
+58.9%
+122.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | +1.5% | -1.2% | +2.7% | +1.9% |
| 30D | -3.8% | +10.1% | -14.0% | -6.8% |
| 3M | +11.5% | +16.1% | -4.6% | +6.1% |
| 6M | +19.2% | +38.9% | -19.7% | +6.0% |
| YTD | +23.7% | +14.4% | +9.3% | +18.9% |
| 1Y | +38.8% | +5.9% | +33.0% | +37.9% |
| All | +181.4% | +58.9% | +122.4% | +137.4% |
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