+134.8%
CVE vs GNRC
-57.9%
+192.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.5% |
| 7D | -10.1% | -6.6% | -3.5% | -9.2% |
| 30D | -12.1% | -16.1% | +4.0% | -10.0% |
| 3M | -1.9% | -11.1% | +9.2% | -0.8% |
| 6M | -1.8% | -29.9% | +28.1% | +2.0% |
| YTD | +65.8% | +38.4% | +27.4% | +52.5% |
| 1Y | +60.8% | +21.5% | +39.3% | +50.8% |
| 3Y | +70.1% | +83.5% | -13.4% | +46.8% |
| 5Y | +134.8% | -57.1% | +191.8% | +99.7% |
| All | +134.8% | -57.9% | +192.7% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling