+1,048.9%
GEN vs CRL
+1,712.0%
-663.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -1.1% |
| 7D | -0.3% | +4.4% | -4.7% | -1.6% |
| 30D | +28.2% | +17.1% | +11.1% | +22.6% |
| 3M | +2.6% | +32.1% | -29.5% | -5.1% |
| 6M | +32.7% | +98.9% | -66.3% | +10.0% |
| YTD | +11.3% | +77.1% | -65.9% | -5.8% |
| 1Y | +17.9% | +110.3% | -92.3% | -4.3% |
| 3Y | +66.3% | +108.5% | -42.2% | +29.3% |
| 5Y | +31.7% | -7.9% | +39.5% | +21.5% |
| 10Y | +150.0% | +368.9% | -218.9% | +47.0% |
| All | +1,048.9% | +1,712.0% | -663.1% | +467.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling