+5,435.1%
CL vs GEN
+8,824.3%
-3,389.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | +5.9% | +8.5% | -2.6% | +5.3% |
| 30D | +13.8% | +34.2% | -20.5% | +11.2% |
| 3M | +6.4% | +10.0% | -3.6% | +5.4% |
| 6M | +15.6% | +56.8% | -41.1% | +11.3% |
| YTD | +27.9% | +14.2% | +13.6% | +25.9% |
| 1Y | +31.4% | +20.8% | +10.6% | +28.8% |
| 3Y | +41.4% | +84.1% | -42.7% | +33.6% |
| 5Y | +42.8% | +37.1% | +5.7% | +36.9% |
| 10Y | +79.7% | +171.5% | -91.8% | +60.6% |
| All | +5,435.1% | +8,824.3% | -3,389.2% | +2,959.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling