+22.0%
GEN vs CNI
+11.3%
+10.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.3% | -1.1% | -3.2% | -4.0% |
| 30D | +3.8% | -3.5% | +7.3% | +5.1% |
| 3M | +22.3% | +2.2% | +20.1% | +21.2% |
| 6M | +39.0% | +15.1% | +23.9% | +31.6% |
| YTD | +11.9% | +24.7% | -12.8% | +2.4% |
| 1Y | +4.5% | +33.4% | -28.9% | -7.0% |
| 3Y | +59.0% | +19.5% | +39.5% | +46.0% |
| 5Y | +22.0% | +12.6% | +9.4% | +12.0% |
| All | +22.0% | +11.3% | +10.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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