+135.5%
CVE vs GNRC
+350.7%
-215.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.2% |
| 7D | -10.0% | -13.1% | +3.2% | -7.0% |
| 30D | -11.9% | -19.2% | +7.3% | -7.6% |
| 3M | -5.9% | -11.8% | +5.8% | -4.2% |
| 6M | -1.6% | -32.5% | +31.0% | +5.4% |
| YTD | +66.3% | +33.3% | +33.0% | +46.2% |
| 1Y | +57.5% | +16.0% | +41.5% | +43.2% |
| 3Y | +65.4% | +75.5% | -10.1% | +29.0% |
| 5Y | +144.2% | -58.7% | +202.9% | +180.4% |
| 10Y | +135.5% | +351.2% | -215.7% | -23.2% |
| All | +135.5% | +350.7% | -215.2% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling