+4.5%
GEN vs CAI
-29.0%
+33.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.3% | -5.1% | +0.7% | -4.1% |
| 30D | +3.8% | +3.9% | -0.1% | +3.6% |
| 3M | +22.3% | +40.1% | -17.8% | +21.1% |
| 6M | +39.0% | +29.7% | +9.3% | +36.4% |
| YTD | +11.9% | -10.9% | +22.8% | +12.7% |
| 1Y | +4.5% | -28.0% | +32.5% | +5.5% |
| All | +4.5% | -29.0% | +33.5% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling