+1,397.3%
CMI vs GNRC
+2,082.9%
-685.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.4% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -12.4% | -15.7% | +3.3% | -8.1% |
| 3M | -14.8% | -27.3% | +12.6% | -7.1% |
| 6M | +0.8% | -12.1% | +12.9% | +3.5% |
| YTD | +10.2% | +37.1% | -26.9% | -0.6% |
| 1Y | +37.4% | -0.5% | +37.9% | +34.4% |
| 3Y | +153.3% | +61.5% | +91.8% | +109.5% |
| 5Y | +167.6% | -58.6% | +226.2% | +200.6% |
| 10Y | +514.4% | +446.3% | +68.1% | +169.3% |
| All | +1,397.3% | +2,082.9% | -685.6% | +245.0% |
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 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