+4.0%
GEN vs CAI
-8.1%
+12.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +2.6% | +9.1% | -6.5% | +2.1% |
| 3M | +15.8% | +53.8% | -38.0% | +13.3% |
| 6M | +33.1% | +33.5% | -0.4% | +29.8% |
| YTD | +11.3% | -8.0% | +19.3% | +12.4% |
| 1Y | +1.7% | -28.7% | +30.4% | +5.4% |
| All | +4.0% | -8.1% | +12.0% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling