+69.3%
CNP vs GNRC
-60.2%
+129.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.5% |
| 7D | -2.2% | -0.7% | -1.4% | -2.1% |
| 30D | -2.1% | -15.8% | +13.8% | -1.0% |
| 3M | -7.9% | -24.0% | +16.1% | -6.6% |
| 6M | -8.3% | -13.8% | +5.5% | -8.1% |
| YTD | +3.8% | +33.2% | -29.4% | +0.3% |
| 1Y | +5.9% | -1.8% | +7.7% | +4.5% |
| 3Y | +49.3% | +57.7% | -8.4% | +39.1% |
| 5Y | +69.3% | -59.7% | +129.0% | +57.3% |
| All | +69.3% | -60.2% | +129.4% | +57.3% |
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 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