+864.7%
CF vs GNRC
+2,087.1%
-1,222.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.7% |
| 7D | +6.0% | +1.9% | +4.1% | +5.6% |
| 30D | +14.8% | -13.8% | +28.7% | +17.9% |
| 3M | +14.1% | -32.6% | +46.7% | +21.9% |
| 6M | +28.5% | -15.2% | +43.7% | +29.4% |
| YTD | +74.9% | +37.4% | +37.6% | +57.6% |
| 1Y | +61.7% | +5.1% | +56.5% | +53.0% |
| 3Y | +80.3% | +57.5% | +22.8% | +49.8% |
| 5Y | +226.0% | -58.7% | +284.7% | +249.0% |
| 10Y | +569.9% | +395.5% | +174.4% | +228.9% |
| All | +864.7% | +2,087.1% | -1,222.4% | +183.1% |
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