+69.2%
CB vs GNRC
+61.2%
+8.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.2% |
| 7D | -0.5% | +3.2% | -3.7% | -0.5% |
| 30D | -3.1% | -9.5% | +6.4% | -3.3% |
| 3M | +4.2% | -28.5% | +32.7% | +3.4% |
| 6M | +4.7% | -10.0% | +14.7% | +3.6% |
| YTD | +8.8% | +36.7% | -27.9% | +7.3% |
| 1Y | +22.6% | +2.6% | +20.1% | +21.1% |
| All | +69.2% | +61.2% | +8.1% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling