+101.0%
CB vs GNRC
-60.2%
+161.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.4% |
| 7D | -2.8% | -0.7% | -2.0% | -2.7% |
| 30D | -2.4% | -15.8% | +13.4% | -2.0% |
| 3M | +2.8% | -24.0% | +26.8% | +3.2% |
| 6M | +4.8% | -13.8% | +18.5% | +4.4% |
| YTD | +9.2% | +33.2% | -24.1% | +6.5% |
| 1Y | +22.8% | -1.8% | +24.6% | +21.3% |
| 3Y | +71.1% | +57.7% | +13.4% | +62.4% |
| 5Y | +101.0% | -59.7% | +160.7% | +102.3% |
| All | +101.0% | -60.2% | +161.2% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling