+6.0%
GEN vs CAI
-14.7%
+20.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +2.6% |
| 7D | +2.0% | -8.7% | +10.7% | +2.5% |
| 30D | +27.7% | -23.8% | +51.6% | +29.2% |
| 3M | +3.3% | +3.9% | -0.6% | +2.3% |
| 6M | +31.8% | +56.8% | -25.0% | +28.1% |
| YTD | +13.5% | -14.6% | +28.1% | +14.3% |
| 1Y | +16.0% | -5.2% | +21.2% | +15.5% |
| All | +6.0% | -14.7% | +20.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling