+3,128.7%
CLS vs GNRC
+2,120.5%
+1,008.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.2% |
| 7D | +12.8% | +4.8% | +7.9% | +11.2% |
| 30D | +3.8% | -10.4% | +14.2% | +7.4% |
| 3M | -14.6% | -28.5% | +13.8% | -5.2% |
| 6M | +32.2% | -6.8% | +39.0% | +36.1% |
| YTD | +11.6% | +39.5% | -27.9% | +1.2% |
| 1Y | +35.1% | +3.4% | +31.7% | +33.1% |
| 3Y | +1,312.5% | +65.1% | +1,247.4% | +1,098.9% |
| 5Y | +3,542.1% | -57.1% | +3,599.1% | +4,005.8% |
| 10Y | +2,944.0% | +432.5% | +2,511.5% | +1,545.0% |
| All | +3,128.7% | +2,120.5% | +1,008.2% | +943.8% |
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