+66.5%
CF vs GNRC
+1.4%
+65.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +2.7% |
| 7D | -0.8% | +3.2% | -4.0% | -0.7% |
| 30D | +14.3% | -9.5% | +23.8% | +13.8% |
| 3M | +27.9% | -28.5% | +56.4% | +26.8% |
| 6M | +25.5% | -10.0% | +35.5% | +25.8% |
| YTD | +81.2% | +36.7% | +44.4% | +71.4% |
| 1Y | +66.5% | +2.6% | +63.9% | +59.2% |
| All | +66.5% | +1.4% | +65.2% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling