+218.9%
CTVA vs GNRC
+219.8%
-0.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | -4.7% | -0.7% | -3.9% | -4.6% |
| 30D | +11.1% | -15.8% | +26.9% | +14.3% |
| 3M | +13.7% | -24.0% | +37.7% | +18.4% |
| 6M | +11.2% | -13.8% | +25.0% | +12.1% |
| YTD | +26.9% | +33.2% | -6.3% | +16.7% |
| 1Y | +18.8% | -1.8% | +20.6% | +15.2% |
| 3Y | +75.9% | +57.7% | +18.2% | +50.9% |
| 5Y | +105.2% | -59.7% | +165.0% | +132.1% |
| All | +218.9% | +219.8% | -0.9% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling