+440.7%
CNQ vs GNRC
+2,082.9%
-1,642.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +6.2% | -15.7% | +21.9% | +10.3% |
| 3M | +12.4% | -27.3% | +39.7% | +19.7% |
| 6M | +9.0% | -12.1% | +21.1% | +9.2% |
| YTD | +52.2% | +37.1% | +15.1% | +35.3% |
| 1Y | +65.0% | -0.5% | +65.5% | +57.4% |
| 3Y | +78.8% | +61.5% | +17.3% | +44.9% |
| 5Y | +286.0% | -58.6% | +344.5% | +318.1% |
| 10Y | +420.7% | +446.3% | -25.6% | +142.3% |
| All | +440.7% | +2,082.9% | -1,642.3% | +37.6% |
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 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