+34.6%
CP vs GEN
+20.2%
+14.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +3.3% |
| 7D | +5.6% | +26.9% | -21.3% | +4.4% |
| 30D | +10.0% | +38.6% | -28.6% | +8.3% |
| 3M | +4.4% | +9.7% | -5.4% | +4.3% |
| 6M | +14.1% | +58.9% | -44.8% | +12.1% |
| YTD | +29.1% | +15.3% | +13.7% | +34.8% |
| 1Y | +34.6% | +21.8% | +12.8% | +36.3% |
| All | +34.6% | +20.2% | +14.4% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling