+109.5%
CF vs GNRC
-57.9%
+167.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.5% |
| 7D | -0.9% | -6.6% | +5.7% | -0.5% |
| 30D | +6.9% | -16.1% | +23.0% | +8.0% |
| 3M | +4.8% | -11.1% | +15.9% | +5.2% |
| 6M | +4.7% | -29.9% | +34.6% | +6.5% |
| YTD | +56.5% | +38.4% | +18.1% | +48.3% |
| 1Y | +48.4% | +21.5% | +26.9% | +42.3% |
| 3Y | +59.1% | +83.5% | -24.4% | +43.6% |
| 5Y | +109.5% | -57.1% | +166.6% | +108.2% |
| All | +109.5% | -57.9% | +167.5% | +108.2% |
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