+73.2%
CVE vs GNRC
+17.5%
+55.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.5% | +1.9% | -7.0% |
| 7D | -12.1% | -6.0% | -6.1% | -11.6% |
| 30D | -9.8% | -12.0% | +2.2% | -9.1% |
| 3M | -0.7% | -13.4% | +12.7% | +0.1% |
| 6M | -4.3% | -26.4% | +22.0% | -2.9% |
| YTD | +70.6% | +38.8% | +31.8% | +56.2% |
| 1Y | +73.2% | +20.9% | +52.3% | +59.8% |
| All | +73.2% | +17.5% | +55.6% | +59.8% |
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