+22.2%
CNH vs GNRC
+0.9%
+21.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +33.3% |
| 3M | +31.1% | -27.3% | +58.4% | +44.0% |
| 6M | +24.9% | -12.1% | +36.9% | +28.4% |
| YTD | +48.7% | +37.1% | +11.6% | +35.9% |
| 1Y | +22.2% | -0.5% | +22.7% | +16.5% |
| All | +22.2% | +0.9% | +21.3% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling