+4,662.1%
GEN vs CNI
+6,494.7%
-1,832.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | +2.1% | -2.1% | +4.2% | +3.0% |
| 3M | +19.7% | +1.8% | +17.9% | +18.7% |
| 6M | +33.3% | +14.8% | +18.5% | +25.2% |
| YTD | +11.1% | +25.4% | -14.3% | +0.3% |
| 1Y | +3.0% | +32.9% | -29.9% | -9.3% |
| 3Y | +57.9% | +20.2% | +37.7% | +43.3% |
| 5Y | +20.6% | +12.2% | +8.4% | +11.0% |
| 10Y | +153.2% | +136.0% | +17.2% | +63.6% |
| All | +4,662.1% | +6,494.7% | -1,832.6% | +748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling