+22.4%
CCI vs GNRC
+448.8%
-426.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.9% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +2.2% | -15.7% | +18.0% | +4.7% |
| 3M | -16.9% | -27.3% | +10.5% | -13.6% |
| 6M | -11.5% | -12.1% | +0.5% | -11.7% |
| YTD | -12.8% | +37.1% | -50.0% | -19.8% |
| 1Y | -17.1% | -0.5% | -16.6% | -19.8% |
| 3Y | -9.6% | +61.5% | -71.2% | -22.5% |
| 5Y | -48.9% | -58.6% | +9.6% | -45.8% |
| All | +22.4% | +448.8% | -426.4% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling