+593.0%
CEG vs GNRC
-35.9%
+628.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +12.1% | +7.9% | +4.2% | +10.0% |
| 30D | +0.2% | -3.7% | +3.9% | +1.2% |
| 3M | +0.7% | -11.9% | +12.7% | +3.5% |
| 6M | +2.2% | -28.6% | +30.9% | +9.7% |
| YTD | -20.3% | +39.9% | -60.2% | -28.5% |
| 1Y | -16.1% | +23.4% | -39.4% | -22.4% |
| 3Y | +134.7% | +84.2% | +50.4% | +96.8% |
| All | +593.0% | -35.9% | +628.9% | +578.2% |
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