+34.6%
CP vs GNRC
+17.5%
+17.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.5% | +13.0% | +4.0% |
| 7D | +5.6% | -6.0% | +11.5% | +5.8% |
| 30D | +10.0% | -12.0% | +22.1% | +10.7% |
| 3M | +4.4% | -13.4% | +17.8% | +4.9% |
| 6M | +14.1% | -26.4% | +40.4% | +15.5% |
| YTD | +29.1% | +38.8% | -9.8% | +18.8% |
| 1Y | +34.6% | +20.9% | +13.6% | +27.1% |
| All | +34.6% | +17.5% | +17.0% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling