+71.6%
CVE vs GNRC
+61.5%
+10.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.7% |
| 7D | +2.5% | +1.9% | +0.6% | +2.2% |
| 30D | +16.7% | -13.8% | +30.6% | +19.4% |
| 3M | +9.3% | -32.6% | +41.9% | +16.0% |
| 6M | +43.6% | -15.2% | +58.8% | +44.1% |
| YTD | +93.6% | +37.4% | +56.2% | +72.6% |
| 1Y | +98.8% | +5.1% | +93.6% | +86.8% |
| All | +71.6% | +61.5% | +10.1% | +50.8% |
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 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