+149.7%
GEN vs CRL
+353.6%
-204.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.1% |
| 30D | +29.1% | +14.6% | +14.5% | +24.1% |
| 3M | +2.9% | +24.8% | -21.9% | -3.5% |
| 6M | +33.6% | +94.7% | -61.1% | +11.2% |
| YTD | +12.0% | +73.4% | -61.3% | -4.7% |
| 1Y | +16.2% | +104.7% | -88.5% | -5.3% |
| 3Y | +65.1% | +101.1% | -36.0% | +28.5% |
| 5Y | +33.3% | -10.8% | +44.1% | +25.7% |
| 10Y | +149.7% | +358.8% | -209.1% | +41.3% |
| All | +149.7% | +353.6% | -204.0% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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