+58.6%
CNH vs GNRC
+345.5%
-286.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.0% |
| 7D | +8.8% | +4.8% | +4.0% | +7.3% |
| 30D | +24.7% | -10.4% | +35.0% | +28.4% |
| 3M | +27.3% | -28.5% | +55.8% | +39.3% |
| 6M | +23.2% | -6.8% | +29.9% | +24.1% |
| YTD | +48.9% | +39.5% | +9.4% | +32.7% |
| 1Y | +19.4% | +3.4% | +16.0% | +14.9% |
| 3Y | +7.8% | +65.1% | -57.4% | -11.7% |
| 5Y | +8.7% | -57.1% | +65.8% | +21.6% |
| 10Y | +149.5% | +432.5% | -283.0% | +18.6% |
| All | +58.6% | +345.5% | -286.8% | -23.3% |
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