+974.4%
CB vs GNRC
+2,127.0%
-1,152.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +2.9% | +7.9% | -5.0% | +1.9% |
| 30D | +7.3% | -3.7% | +11.0% | +7.4% |
| 3M | +9.4% | -11.9% | +21.3% | +10.3% |
| 6M | +19.6% | -28.6% | +48.2% | +22.7% |
| YTD | +21.5% | +39.9% | -18.4% | +12.4% |
| 1Y | +28.0% | +23.4% | +4.6% | +20.3% |
| 3Y | +74.9% | +84.2% | -9.4% | +49.6% |
| 5Y | +108.1% | -57.3% | +165.4% | +117.7% |
| 10Y | +251.8% | +376.8% | -125.0% | +117.8% |
| All | +974.4% | +2,127.0% | -1,152.6% | +349.9% |
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 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