+67.5%
CVE vs GNRC
+2,103.5%
-2,035.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -1.2% |
| 7D | -10.1% | -6.6% | -3.5% | -8.7% |
| 30D | -12.1% | -16.1% | +4.0% | -8.6% |
| 3M | -1.9% | -11.1% | +9.2% | -0.3% |
| 6M | -1.8% | -29.9% | +28.1% | +4.2% |
| YTD | +65.8% | +38.4% | +27.4% | +45.1% |
| 1Y | +60.8% | +21.5% | +39.3% | +45.1% |
| 3Y | +70.1% | +83.5% | -13.4% | +32.7% |
| 5Y | +134.8% | -57.1% | +191.8% | +151.7% |
| 10Y | +130.1% | +372.1% | -242.0% | +11.1% |
| All | +67.5% | +2,103.5% | -2,035.9% | -53.8% |
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 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