+42.5%
CI vs GEN
+24.6%
+17.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +4.4% | +10.1% | -5.7% | +3.0% |
| 3M | +0.7% | +16.1% | -15.4% | -1.6% |
| 6M | +0.3% | +38.9% | -38.5% | -4.8% |
| YTD | +3.8% | +14.4% | -10.6% | +1.4% |
| 1Y | -5.5% | +5.9% | -11.4% | -6.6% |
| 3Y | +8.1% | +58.8% | -50.7% | -1.3% |
| All | +42.5% | +24.6% | +17.9% | +32.6% |
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