+154.0%
CNH vs GNRC
+448.8%
-294.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.3% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | +26.6% | -15.7% | +42.3% | +33.0% |
| 3M | +31.1% | -27.3% | +58.4% | +43.4% |
| 6M | +24.9% | -12.1% | +36.9% | +28.1% |
| YTD | +48.7% | +37.1% | +11.6% | +32.3% |
| 1Y | +22.2% | -0.5% | +22.7% | +18.7% |
| 3Y | +7.4% | +61.5% | -54.1% | -12.4% |
| 5Y | +10.8% | -58.6% | +69.4% | +28.9% |
| All | +154.0% | +448.8% | -294.9% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling