+134.7%
CEG vs GNRC
+86.4%
+48.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | +12.1% | +7.9% | +4.2% | +9.3% |
| 30D | +0.2% | -3.7% | +3.9% | +1.4% |
| 3M | +0.7% | -11.9% | +12.7% | +4.4% |
| 6M | +2.2% | -28.6% | +30.9% | +12.2% |
| YTD | -20.3% | +39.9% | -60.2% | -32.9% |
| 1Y | -16.1% | +23.4% | -39.4% | -25.9% |
| 3Y | +134.7% | +84.2% | +50.4% | +76.1% |
| All | +134.7% | +86.4% | +48.3% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling