+34.6%
CP vs GEN
+17.5%
+17.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -1.6% |
| 7D | +2.8% | +2.3% | +0.5% | +2.7% |
| 30D | +10.2% | +33.1% | -22.8% | +8.8% |
| 3M | +2.4% | +6.5% | -4.1% | +2.4% |
| 6M | +7.7% | +53.8% | -46.1% | +6.2% |
| YTD | +26.0% | +11.2% | +14.8% | +31.5% |
| 1Y | +34.6% | +19.4% | +15.2% | +35.7% |
| All | +34.6% | +17.5% | +17.1% | +35.7% |
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