+7,539.9%
CP vs GEN
+8,838.9%
-1,298.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | +0.2% | +10.1% | -10.0% | -1.1% |
| 3M | +2.6% | +16.1% | -13.5% | +0.6% |
| 6M | +6.0% | +38.9% | -32.9% | +1.2% |
| YTD | +24.9% | +14.4% | +10.5% | +22.0% |
| 1Y | +20.1% | +5.9% | +14.2% | +18.4% |
| 3Y | +16.4% | +58.8% | -42.4% | +8.4% |
| 5Y | +31.7% | +24.7% | +7.1% | +25.2% |
| 10Y | +223.9% | +163.1% | +60.8% | +174.4% |
| All | +7,539.9% | +8,838.9% | -1,298.9% | +4,063.7% |
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 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