+604.8%
CRS vs GNRC
+61.6%
+543.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -2.1% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -16.1% | -15.7% | -0.4% | -11.6% |
| 3M | -21.2% | -27.3% | +6.2% | -13.4% |
| 6M | +8.7% | -12.1% | +20.7% | +10.8% |
| YTD | +41.0% | +37.1% | +3.9% | +22.9% |
| 1Y | +82.7% | -0.5% | +83.1% | +76.3% |
| 3Y | +604.8% | +61.5% | +543.3% | +466.1% |
| All | +604.8% | +61.6% | +543.2% | +466.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling