+330.5%
CFG vs GEN
+244.4%
+86.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | +3.1% | +31.2% | -28.1% | -4.8% |
| 3M | -9.7% | +6.1% | -15.8% | -12.0% |
| 6M | +6.7% | +38.1% | -31.4% | -4.4% |
| YTD | +15.2% | +14.4% | +0.8% | +8.3% |
| 1Y | +28.8% | +15.1% | +13.7% | +20.9% |
| 3Y | +190.1% | +68.5% | +121.6% | +141.5% |
| 5Y | +63.4% | +35.8% | +27.6% | +41.4% |
| 10Y | +219.8% | +155.4% | +64.4% | +118.1% |
| All | +330.5% | +244.4% | +86.1% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling