+4.5%
GEN vs CLBK
+66.6%
-62.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -4.3% | -1.4% | -3.0% | -3.9% |
| 30D | +3.8% | +4.5% | -0.8% | +2.4% |
| 3M | +22.3% | +22.8% | -0.5% | +13.9% |
| 6M | +39.0% | +43.4% | -4.5% | +23.3% |
| YTD | +11.9% | +64.1% | -52.2% | -4.4% |
| 1Y | +4.5% | +67.6% | -63.1% | -12.1% |
| All | +4.5% | +66.6% | -62.1% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling