+3,616.8%
CLS vs GNRC
-60.2%
+3,677.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.6% |
| 7D | +5.0% | -0.7% | +5.7% | +5.2% |
| 30D | +4.8% | -15.8% | +20.6% | +11.2% |
| 3M | -10.4% | -24.0% | +13.6% | -1.4% |
| 6M | +20.8% | -13.8% | +34.6% | +28.2% |
| YTD | +10.0% | +33.2% | -23.2% | +1.6% |
| 1Y | +28.5% | -1.8% | +30.3% | +29.5% |
| 3Y | +1,292.2% | +57.7% | +1,234.5% | +1,106.8% |
| 5Y | +3,616.8% | -59.7% | +3,676.5% | +4,045.0% |
| All | +3,616.8% | -60.2% | +3,677.0% | +4,045.0% |
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