+70.6%
GEN vs CPB
-35.1%
+105.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.6% |
| 7D | +2.0% | -1.6% | +3.6% | +2.4% |
| 30D | +27.7% | +19.2% | +8.5% | +22.6% |
| 3M | +3.3% | -0.9% | +4.2% | +2.9% |
| 6M | +31.8% | +15.2% | +16.6% | +27.4% |
| YTD | +13.5% | -13.1% | +26.6% | +15.7% |
| 1Y | +16.0% | -22.4% | +38.5% | +20.4% |
| 3Y | +70.6% | -35.3% | +105.9% | +83.4% |
| All | +70.6% | -35.1% | +105.6% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling