+604.3%
CEG vs GNRC
-37.1%
+641.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.1% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | +2.3% | -15.7% | +18.1% | +6.5% |
| 3M | +15.6% | -27.3% | +42.9% | +24.0% |
| 6M | -5.0% | -12.1% | +7.0% | -3.5% |
| YTD | -19.0% | +37.1% | -56.2% | -26.8% |
| 1Y | -10.0% | -0.5% | -9.5% | -12.1% |
| 3Y | +163.9% | +61.5% | +102.4% | +126.9% |
| All | +604.3% | -37.1% | +641.4% | +594.3% |
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