+639.7%
CEG vs GNRC
-36.0%
+675.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +6.7% | +4.8% | +1.8% | +5.5% |
| 30D | +11.0% | -10.4% | +21.3% | +13.8% |
| 3M | +19.5% | -28.5% | +47.9% | +28.6% |
| 6M | -5.9% | -6.8% | +0.9% | -5.7% |
| YTD | -15.0% | +39.5% | -54.5% | -23.4% |
| 1Y | +0.6% | +3.4% | -2.8% | -2.7% |
| 3Y | +180.6% | +65.1% | +115.5% | +140.0% |
| All | +639.7% | -36.0% | +675.7% | +626.2% |
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 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