+121.3%
GEN vs CLBK
+65.6%
+55.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | +3.7% | +4.5% | -0.8% | +2.6% |
| 3M | +22.2% | +22.8% | -0.5% | +16.0% |
| 6M | +38.9% | +43.4% | -4.5% | +26.8% |
| YTD | +11.9% | +64.1% | -52.2% | -1.4% |
| 1Y | +4.5% | +67.6% | -63.1% | -8.5% |
| 3Y | +59.0% | +53.3% | +5.7% | +39.8% |
| 5Y | +22.0% | +44.8% | -22.9% | +6.1% |
| All | +121.3% | +65.6% | +55.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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