+119.3%
GEN vs CLBK
+61.7%
+57.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | -3.0% | +2.5% | -5.4% | -3.6% |
| 30D | +24.7% | +3.7% | +21.0% | +23.6% |
| 3M | +4.1% | -3.3% | +7.4% | +5.0% |
| 6M | +36.0% | +29.6% | +6.4% | +27.3% |
| YTD | +10.9% | +60.3% | -49.4% | -1.7% |
| 1Y | +12.2% | +63.4% | -51.3% | -1.1% |
| 3Y | +63.3% | +53.8% | +9.5% | +43.7% |
| 5Y | +29.0% | +29.0% | +0.1% | +15.2% |
| All | +119.3% | +61.7% | +57.5% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling