+37.5%
CMS vs GNRC
+88.4%
-50.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.3% | +11.9% | -13.2% | -1.5% |
| 30D | +5.3% | -10.0% | +15.2% | +5.5% |
| 3M | -0.3% | -13.1% | +12.7% | -0.1% |
| 6M | -4.0% | -28.5% | +24.4% | -3.6% |
| YTD | +2.1% | +41.4% | -39.3% | -0.6% |
| 1Y | -4.7% | +18.8% | -23.5% | -6.5% |
| All | +37.5% | +88.4% | -50.9% | +14.8% |
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 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