+155.4%
GEN vs CPB
-40.1%
+195.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -0.8% | -4.1% | +3.3% | 0.0% |
| 30D | +31.2% | +16.9% | +14.3% | +27.6% |
| 3M | +6.1% | -0.6% | +6.6% | +5.9% |
| 6M | +38.1% | +11.4% | +26.8% | +35.3% |
| YTD | +14.4% | -14.8% | +29.2% | +16.9% |
| 1Y | +15.1% | -24.8% | +39.9% | +19.9% |
| 3Y | +68.5% | -36.6% | +105.1% | +78.6% |
| 5Y | +35.8% | -33.3% | +69.2% | +42.1% |
| 10Y | +155.4% | -40.4% | +195.8% | +157.8% |
| All | +155.4% | -40.1% | +195.6% | +157.8% |
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