+149.0%
GEN vs CPB
-45.7%
+194.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.0% |
| 7D | -0.7% | -8.2% | +7.5% | +0.7% |
| 30D | +2.6% | -5.6% | +8.2% | +3.5% |
| 3M | +15.8% | +3.0% | +12.8% | +15.1% |
| 6M | +33.1% | -12.7% | +45.8% | +35.7% |
| YTD | +11.3% | -18.0% | +29.3% | +14.6% |
| 1Y | +1.7% | -31.7% | +33.4% | +7.6% |
| 3Y | +58.1% | -41.0% | +99.1% | +69.7% |
| 5Y | +20.6% | -38.4% | +59.0% | +27.9% |
| 10Y | +149.0% | -45.0% | +193.9% | +164.9% |
| All | +149.0% | -45.7% | +194.7% | +164.9% |
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 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