-11.2%
CRM vs GNRC
+10.1%
-21.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -3.7% |
| 7D | -3.7% | -15.3% | +11.6% | -6.4% |
| 30D | -1.1% | -22.9% | +21.8% | -5.4% |
| 3M | +15.5% | -20.7% | +36.2% | +12.2% |
| 6M | +19.5% | -34.6% | +54.1% | +13.0% |
| YTD | -15.5% | +26.4% | -41.8% | -21.4% |
| 1Y | -11.2% | +8.3% | -19.5% | -14.8% |
| All | -11.2% | +10.1% | -21.3% | -14.8% |
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