+173.5%
CVE vs GNRC
+425.3%
-251.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +2.0% | +3.2% | -1.2% | +1.2% |
| 30D | +13.2% | -9.5% | +22.7% | +15.8% |
| 3M | +21.7% | -28.5% | +50.2% | +30.2% |
| 6M | +48.4% | -10.0% | +58.3% | +47.8% |
| YTD | +100.1% | +36.7% | +63.4% | +76.7% |
| 1Y | +107.8% | +2.6% | +105.3% | +96.3% |
| 3Y | +76.9% | +61.9% | +15.0% | +41.9% |
| 5Y | +346.2% | -59.0% | +405.3% | +417.7% |
| 10Y | +173.5% | +444.8% | -271.3% | -13.4% |
| All | +173.5% | +425.3% | -251.8% | -13.4% |
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