+33.0%
CP vs GRMN
+45.1%
-12.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.8% | +6.3% | -3.5% | +1.8% |
| 30D | +11.0% | +7.6% | +3.5% | +9.7% |
| 3M | +3.8% | -7.5% | +11.3% | +4.8% |
| 6M | +9.5% | +21.2% | -11.7% | +5.6% |
| YTD | +28.2% | +44.0% | -15.8% | +17.3% |
| 1Y | +33.0% | +44.7% | -11.8% | +21.2% |
| All | +33.0% | +45.1% | -12.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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