+165.0%
CMI vs GNRC
-58.7%
+223.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.5% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -12.4% | -15.7% | +3.3% | -8.9% |
| 3M | -14.8% | -27.3% | +12.6% | -8.4% |
| 6M | +0.8% | -12.1% | +12.9% | +3.4% |
| YTD | +10.2% | +37.1% | -26.9% | +2.6% |
| 1Y | +37.4% | -0.5% | +37.9% | +35.9% |
| 3Y | +153.3% | +61.5% | +91.8% | +123.1% |
| All | +165.0% | -58.7% | +223.7% | +176.0% |
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