+326.2%
CVS vs GNRC
+2,082.9%
-1,756.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -0.1% | -15.7% | +15.7% | +2.1% |
| 3M | -5.2% | -27.3% | +22.1% | -1.7% |
| 6M | +26.9% | -12.1% | +38.9% | +27.5% |
| YTD | +22.1% | +37.1% | -15.1% | +14.9% |
| 1Y | +30.8% | -0.5% | +31.3% | +28.1% |
| 3Y | +54.4% | +61.5% | -7.1% | +39.0% |
| 5Y | +33.4% | -58.6% | +91.9% | +39.5% |
| 10Y | +40.8% | +446.3% | -405.4% | -9.6% |
| All | +326.2% | +2,082.9% | -1,756.7% | +104.8% |
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