+27.2%
CP vs GNRC
-57.0%
+84.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +2.1% | +7.9% | -5.8% | +1.1% |
| 30D | +9.3% | -3.7% | +13.0% | +9.4% |
| 3M | +0.5% | -11.9% | +12.4% | +1.4% |
| 6M | +10.4% | -28.6% | +39.0% | +13.9% |
| YTD | +28.7% | +39.9% | -11.2% | +19.0% |
| 1Y | +33.2% | +23.4% | +9.8% | +25.3% |
| 3Y | +38.4% | +84.2% | -45.8% | +20.1% |
| All | +27.2% | -57.0% | +84.2% | +16.2% |
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