+33.5%
CMS vs GNRC
+61.2%
-27.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +0.2% | +3.2% | -3.0% | +0.1% |
| 30D | -1.3% | -9.5% | +8.2% | -1.0% |
| 3M | -5.4% | -28.5% | +23.2% | -4.6% |
| 6M | -10.3% | -10.0% | -0.4% | -10.7% |
| YTD | -0.2% | +36.7% | -37.0% | -3.0% |
| 1Y | -0.9% | +2.6% | -3.4% | -2.1% |
| All | +33.5% | +61.2% | -27.6% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling