+1,377.6%
CNC vs GNRC
+2,082.9%
-705.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +1.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.0% | -15.7% | +14.8% | +1.9% |
| 3M | +4.5% | -27.3% | +31.9% | +9.7% |
| 6M | +85.2% | -12.1% | +97.3% | +86.6% |
| YTD | +61.4% | +37.1% | +24.3% | +48.8% |
| 1Y | +94.9% | -0.5% | +95.4% | +89.2% |
| 3Y | 0.0% | +61.5% | -61.5% | -14.6% |
| 5Y | +11.2% | -58.6% | +69.8% | +18.4% |
| 10Y | +98.7% | +446.3% | -347.6% | +9.5% |
| All | +1,377.6% | +2,082.9% | -705.3% | +441.4% |
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