+20.1%
CP vs GEN
+5.4%
+14.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | +0.2% | +10.1% | -10.0% | -0.4% |
| 3M | +2.6% | +16.1% | -13.5% | +1.7% |
| 6M | +6.0% | +38.9% | -32.9% | +4.8% |
| YTD | +24.9% | +14.4% | +10.5% | +28.6% |
| 1Y | +20.1% | +5.9% | +14.2% | +22.2% |
| All | +20.1% | +5.4% | +14.7% | +22.2% |
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 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