+6.8%
CNH vs GNRC
+57.0%
-50.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.0% |
| 7D | -2.5% | -0.7% | -1.7% | -2.2% |
| 30D | +27.0% | -15.8% | +42.8% | +34.3% |
| 3M | +32.6% | -24.0% | +56.6% | +44.2% |
| 6M | +23.6% | -13.8% | +37.4% | +27.8% |
| YTD | +47.8% | +33.2% | +14.6% | +30.6% |
| 1Y | +21.3% | -1.8% | +23.1% | +17.7% |
| All | +6.8% | +57.0% | -50.2% | -11.6% |
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