+15.3%
GEN vs CPB
-20.9%
+36.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -0.3% | +3.3% | -3.6% | -1.4% |
| 30D | +28.2% | +19.0% | +9.2% | +21.1% |
| 3M | +2.6% | +0.4% | +2.2% | +1.6% |
| 6M | +32.7% | +13.0% | +19.7% | +26.9% |
| YTD | +11.3% | -12.7% | +24.0% | +16.3% |
| All | +15.3% | -20.9% | +36.2% | +23.5% |
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