+966.1%
CAH vs GNRC
+2,082.9%
-1,116.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.0% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | +0.2% | -15.7% | +15.9% | +2.1% |
| 3M | +6.3% | -27.3% | +33.6% | +9.8% |
| 6M | +9.4% | -12.1% | +21.4% | +9.6% |
| YTD | +15.0% | +37.1% | -22.2% | +8.4% |
| 1Y | +55.4% | -0.5% | +55.9% | +51.7% |
| 3Y | +173.8% | +61.5% | +112.3% | +142.9% |
| 5Y | +395.2% | -58.6% | +453.8% | +422.7% |
| 10Y | +293.2% | +446.3% | -153.1% | +135.6% |
| All | +966.1% | +2,082.9% | -1,116.8% | +360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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