+39.7%
CL vs GEN
+63.2%
-23.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +11.6% | +28.2% | -16.6% | +8.9% |
| 3M | +5.6% | +2.6% | +3.0% | +5.1% |
| 6M | +13.2% | +32.7% | -19.5% | +9.7% |
| YTD | +26.9% | +11.3% | +15.7% | +25.8% |
| 1Y | +27.3% | +17.9% | +9.4% | +25.2% |
| 3Y | +39.7% | +66.3% | -26.6% | +31.2% |
| All | +39.7% | +63.2% | -23.5% | +31.2% |
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