+4,850.5%
CL vs GEN
+8,838.9%
-3,988.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -4.8% | +10.1% | -15.0% | -5.5% |
| 3M | +4.9% | +16.1% | -11.2% | +3.7% |
| 6M | -5.7% | +38.9% | -44.6% | -8.3% |
| YTD | +14.4% | +14.4% | -0.1% | +12.8% |
| 1Y | +8.7% | +5.9% | +2.9% | +7.8% |
| 3Y | +30.0% | +58.8% | -28.8% | +24.4% |
| 5Y | +28.4% | +24.7% | +3.7% | +24.2% |
| 10Y | +50.1% | +163.1% | -113.0% | +34.7% |
| All | +4,850.5% | +8,838.9% | -3,988.4% | +2,641.9% |
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 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