+70.1%
CVE vs GNRC
+79.8%
-9.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.6% |
| 7D | -10.1% | -6.6% | -3.5% | -9.1% |
| 30D | -12.1% | -16.1% | +4.0% | -9.8% |
| 3M | -1.9% | -11.1% | +9.2% | -0.6% |
| 6M | -1.8% | -29.9% | +28.1% | +2.7% |
| YTD | +65.8% | +38.4% | +27.4% | +45.7% |
| 1Y | +60.8% | +21.5% | +39.3% | +45.3% |
| 3Y | +70.1% | +83.5% | -13.4% | +32.7% |
| All | +70.1% | +79.8% | -9.7% | +32.7% |
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