+150.0%
GEN vs CPB
-39.9%
+190.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -0.3% | +3.3% | -3.6% | -0.9% |
| 30D | +28.2% | +19.0% | +9.2% | +24.3% |
| 3M | +2.6% | +0.4% | +2.2% | +2.3% |
| 6M | +32.7% | +13.0% | +19.7% | +29.6% |
| YTD | +11.3% | -12.7% | +24.0% | +13.2% |
| 1Y | +17.9% | -20.9% | +38.8% | +21.7% |
| 3Y | +66.3% | -35.4% | +101.7% | +75.6% |
| 5Y | +31.7% | -32.3% | +64.0% | +37.3% |
| 10Y | +150.0% | -40.5% | +190.5% | +160.1% |
| All | +150.0% | -39.9% | +190.0% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling