+49.3%
CI vs GEN
+31.4%
+18.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | -1.7% | -3.0% | +1.2% | -1.3% |
| 30D | +4.9% | +24.7% | -19.8% | +1.8% |
| 3M | +7.4% | +4.1% | +3.3% | +6.5% |
| 6M | +0.4% | +36.0% | -35.6% | -4.3% |
| YTD | +9.5% | +10.9% | -1.4% | +7.3% |
| 1Y | +12.0% | +12.2% | -0.2% | +9.5% |
| 3Y | +7.1% | +63.3% | -56.2% | -2.9% |
| 5Y | +49.3% | +29.0% | +20.3% | +37.6% |
| All | +49.3% | +31.4% | +18.0% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling