+319.9%
CCJ vs GNRC
+2,082.9%
-1,763.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.5% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -2.4% | -15.7% | +13.4% | +2.1% |
| 3M | -2.3% | -27.3% | +25.0% | +5.6% |
| 6M | -16.2% | -12.1% | -4.2% | -14.3% |
| YTD | +5.7% | +37.1% | -31.4% | -4.2% |
| 1Y | +21.3% | -0.5% | +21.7% | +18.8% |
| 3Y | +159.4% | +61.5% | +97.9% | +117.2% |
| 5Y | +300.7% | -58.6% | +359.2% | +343.3% |
| 10Y | +1,055.2% | +446.3% | +608.9% | +532.0% |
| All | +319.9% | +2,082.9% | -1,763.0% | +41.9% |
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