+40.8%
CL vs GEN
+31.7%
+9.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | +2.6% | +1.0% | +1.6% | +2.5% |
| 30D | +11.8% | +29.1% | -17.3% | +9.0% |
| 3M | +5.9% | +2.9% | +3.0% | +5.3% |
| 6M | +13.3% | +33.6% | -20.3% | +9.9% |
| YTD | +27.1% | +12.0% | +15.1% | +25.3% |
| 1Y | +28.0% | +16.2% | +11.8% | +25.7% |
| 3Y | +39.4% | +65.1% | -25.7% | +31.9% |
| 5Y | +40.8% | +33.3% | +7.5% | +34.9% |
| All | +40.8% | +31.7% | +9.1% | +34.9% |
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