+10.2%
CNH vs GNRC
-60.2%
+70.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.2% |
| 7D | -2.5% | -0.7% | -1.7% | -2.3% |
| 30D | +27.0% | -15.8% | +42.8% | +32.6% |
| 3M | +32.6% | -24.0% | +56.6% | +41.6% |
| 6M | +23.6% | -13.8% | +37.4% | +27.2% |
| YTD | +47.8% | +33.2% | +14.6% | +35.7% |
| 1Y | +21.3% | -1.8% | +23.1% | +19.2% |
| 3Y | +7.0% | +57.7% | -50.8% | -8.1% |
| 5Y | +10.2% | -59.7% | +69.9% | +14.9% |
| All | +10.2% | -60.2% | +70.3% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling