+25.4%
GEN vs CPB
-39.5%
+64.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.5% |
| 7D | -1.2% | -8.6% | +7.4% | +0.5% |
| 30D | +10.1% | -7.2% | +17.4% | +11.6% |
| 3M | +16.1% | +0.9% | +15.2% | +15.7% |
| 6M | +38.9% | -11.8% | +50.7% | +41.7% |
| YTD | +14.4% | -19.4% | +33.8% | +18.7% |
| 1Y | +5.9% | -30.4% | +36.2% | +12.4% |
| 3Y | +58.8% | -40.2% | +98.9% | +70.9% |
| All | +25.4% | -39.5% | +64.9% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling