+132.5%
CNP vs GNRC
+448.8%
-316.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -2.9% | -15.7% | +12.8% | -0.8% |
| 3M | -7.5% | -27.3% | +19.8% | -4.1% |
| 6M | -7.9% | -12.1% | +4.2% | -7.6% |
| YTD | +3.7% | +37.1% | -33.4% | -3.1% |
| 1Y | +4.6% | -0.5% | +5.1% | +1.9% |
| 3Y | +49.1% | +61.5% | -12.4% | +30.5% |
| 5Y | +69.2% | -58.6% | +127.8% | +84.1% |
| All | +132.5% | +448.8% | -316.4% | +32.8% |
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