+20.1%
CI vs GEN
+18.5%
+1.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.5% |
| 30D | +7.3% | +29.1% | -21.7% | +5.2% |
| 3M | +9.5% | +2.9% | +6.6% | +9.2% |
| 6M | +6.4% | +33.6% | -27.2% | +4.3% |
| YTD | +12.0% | +12.0% | 0.0% | +14.7% |
| 1Y | +20.1% | +16.2% | +3.9% | +20.8% |
| All | +20.1% | +18.5% | +1.6% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling