+38.4%
CFG vs GNRC
-0.8%
+39.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -4.6% | -15.8% | +11.2% | -2.5% |
| 3M | +7.9% | -24.0% | +31.9% | +10.7% |
| 6M | +19.9% | -13.8% | +33.6% | +19.3% |
| YTD | +21.7% | +33.2% | -11.5% | +11.8% |
| 1Y | +38.4% | -1.8% | +40.2% | +28.7% |
| All | +38.4% | -0.8% | +39.2% | +28.7% |
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