+32.2%
CVS vs GNRC
-58.7%
+90.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.1% | -15.7% | +15.7% | +1.2% |
| 3M | -5.2% | -27.3% | +22.1% | -3.1% |
| 6M | +26.9% | -12.1% | +38.9% | +27.2% |
| YTD | +22.1% | +37.1% | -15.1% | +17.5% |
| 1Y | +30.8% | -0.5% | +31.3% | +29.0% |
| 3Y | +54.4% | +61.5% | -7.1% | +46.0% |
| All | +32.2% | -58.7% | +90.9% | +21.0% |
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