+329.7%
CFG vs GNRC
+346.5%
-16.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +3.2% | +7.9% | -4.7% | +0.8% |
| 30D | +5.1% | -3.7% | +8.8% | +5.6% |
| 3M | -11.2% | -11.9% | +0.7% | -9.4% |
| 6M | +9.6% | -28.6% | +38.2% | +17.2% |
| YTD | +15.0% | +39.9% | -24.9% | -2.5% |
| 1Y | +29.9% | +23.4% | +6.5% | +14.3% |
| 3Y | +192.1% | +84.2% | +107.8% | +117.1% |
| 5Y | +62.3% | -57.3% | +119.6% | +80.3% |
| 10Y | +219.2% | +376.8% | -157.6% | +29.8% |
| All | +329.7% | +346.5% | -16.7% | +71.1% |
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