+151.2%
GEN vs CPB
-40.8%
+192.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -3.0% | -5.8% | +2.8% | -1.9% |
| 30D | +24.7% | +16.5% | +8.2% | +21.4% |
| 3M | +4.1% | -1.1% | +5.2% | +4.1% |
| 6M | +36.0% | +11.5% | +24.6% | +33.2% |
| YTD | +10.9% | -15.7% | +26.6% | +13.5% |
| 1Y | +12.2% | -24.7% | +36.8% | +16.8% |
| 3Y | +63.3% | -37.3% | +100.6% | +73.5% |
| 5Y | +29.0% | -35.0% | +64.1% | +35.5% |
| All | +151.2% | -40.8% | +192.0% | +153.4% |
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