+59.1%
CF vs GNRC
+79.8%
-20.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.1% |
| 7D | -0.9% | -6.6% | +5.7% | -0.8% |
| 30D | +6.9% | -16.1% | +23.0% | +7.3% |
| 3M | +4.8% | -11.1% | +15.9% | +5.0% |
| 6M | +4.7% | -29.9% | +34.6% | +5.6% |
| YTD | +56.5% | +38.4% | +18.1% | +48.3% |
| 1Y | +48.4% | +21.5% | +26.9% | +42.2% |
| 3Y | +59.1% | +83.5% | -24.4% | +42.0% |
| All | +59.1% | +79.8% | -20.7% | +42.0% |
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