+6.9%
GEN vs CAI
-7.1%
+14.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.2% | -2.2% | +1.0% | -1.1% |
| 30D | +10.1% | +52.4% | -42.3% | +7.8% |
| 3M | +16.1% | +45.1% | -29.0% | +13.8% |
| 6M | +38.9% | +26.2% | +12.6% | +36.3% |
| YTD | +14.4% | -7.1% | +21.5% | +15.5% |
| 1Y | +5.9% | -31.0% | +36.9% | +10.3% |
| All | +6.9% | -7.1% | +14.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling