+165.1%
CEG vs GNRC
+57.0%
+108.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.9% |
| 7D | +0.3% | -0.7% | +1.1% | +0.6% |
| 30D | +2.9% | -15.8% | +18.7% | +8.3% |
| 3M | +18.2% | -24.0% | +42.2% | +27.2% |
| 6M | -9.5% | -13.8% | +4.2% | -7.4% |
| YTD | -18.7% | +33.2% | -51.9% | -29.3% |
| 1Y | -10.1% | -1.8% | -8.3% | -13.1% |
| All | +165.1% | +57.0% | +108.1% | +128.5% |
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