+3.8%
GEN vs CAI
-11.0%
+14.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | -2.9% | -3.1% | +0.2% | -2.7% |
| 30D | +2.1% | +2.7% | -0.6% | +1.8% |
| 3M | +19.7% | +41.7% | -22.0% | +17.6% |
| 6M | +33.3% | +26.5% | +6.8% | +30.5% |
| YTD | +11.1% | -10.9% | +22.0% | +12.4% |
| 1Y | +3.0% | -29.2% | +32.2% | +6.6% |
| All | +3.8% | -11.0% | +14.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling