+21.8%
GEN vs CPB
-18.4%
+40.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.9% | -1.9% | +1.9% |
| 7D | +26.9% | +13.0% | +13.9% | +21.8% |
| 30D | +38.6% | +20.5% | +18.1% | +30.4% |
| 3M | +9.7% | +2.2% | +7.6% | +7.9% |
| 6M | +58.9% | +15.4% | +43.5% | +50.7% |
| YTD | +15.3% | -12.3% | +27.7% | +20.4% |
| 1Y | +21.8% | -18.0% | +39.8% | +28.9% |
| All | +21.8% | -18.4% | +40.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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