+33.3%
GEN vs CLBK
+28.8%
+4.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +1.0% | +2.9% | -1.9% | +0.2% |
| 30D | +29.1% | +5.4% | +23.7% | +27.3% |
| 3M | +2.9% | +5.8% | -2.8% | +1.3% |
| 6M | +33.6% | +28.9% | +4.7% | +24.6% |
| YTD | +12.0% | +61.8% | -49.8% | -1.7% |
| 1Y | +16.2% | +63.1% | -46.9% | +1.7% |
| 3Y | +65.1% | +55.3% | +9.7% | +43.6% |
| 5Y | +33.3% | +28.0% | +5.3% | +17.0% |
| All | +33.3% | +28.8% | +4.5% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling