-49.3%
CCI vs GNRC
-58.7%
+9.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +2.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +2.2% | -15.7% | +18.0% | +4.0% |
| 3M | -16.9% | -27.3% | +10.5% | -14.6% |
| 6M | -11.5% | -12.1% | +0.5% | -11.9% |
| YTD | -12.8% | +37.1% | -50.0% | -18.5% |
| 1Y | -17.1% | -0.5% | -16.6% | -19.4% |
| 3Y | -9.6% | +61.5% | -71.2% | -20.2% |
| All | -49.3% | -58.7% | +9.4% | -51.9% |
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 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