+183.3%
CFG vs GNRC
+61.2%
+122.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -0.6% | +3.2% | -3.8% | -1.4% |
| 30D | -4.5% | -9.5% | +5.0% | -2.3% |
| 3M | +6.3% | -28.5% | +34.9% | +14.3% |
| 6M | +20.6% | -10.0% | +30.6% | +19.8% |
| YTD | +21.2% | +36.7% | -15.5% | +4.4% |
| 1Y | +38.2% | +2.6% | +35.6% | +29.1% |
| All | +183.3% | +61.2% | +122.2% | +121.3% |
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