+95.6%
CVE vs GNRC
+2,087.1%
-1,991.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.9% |
| 7D | +2.5% | +1.9% | +0.6% | +2.0% |
| 30D | +16.7% | -13.8% | +30.6% | +20.8% |
| 3M | +9.3% | -32.6% | +41.9% | +18.9% |
| 6M | +43.6% | -15.2% | +58.8% | +45.4% |
| YTD | +93.6% | +37.4% | +56.2% | +71.6% |
| 1Y | +98.8% | +5.1% | +93.6% | +87.0% |
| 3Y | +73.6% | +57.5% | +16.1% | +41.7% |
| 5Y | +312.5% | -58.7% | +371.2% | +350.3% |
| 10Y | +161.0% | +395.5% | -234.5% | +25.6% |
| All | +95.6% | +2,087.1% | -1,991.5% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling