+15.1%
GEN vs CPB
-23.3%
+38.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | -0.8% | -4.1% | +3.3% | +0.6% |
| 30D | +31.2% | +16.9% | +14.3% | +24.9% |
| 3M | +6.1% | -0.6% | +6.6% | +5.4% |
| 6M | +38.1% | +11.4% | +26.8% | +33.0% |
| YTD | +14.4% | -14.8% | +29.2% | +20.0% |
| 1Y | +15.1% | -24.8% | +39.9% | +22.8% |
| All | +15.1% | -23.3% | +38.4% | +22.8% |
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 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