+20.9%
GNRC vs CAI
+12.6%
+8.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.1% | -10.7% | -9.6% |
| 7D | -6.0% | -6.3% | +0.3% | -5.7% |
| 30D | -12.0% | +9.3% | -21.3% | -12.3% |
| 3M | -13.4% | +106.3% | -119.7% | -14.9% |
| 6M | -26.4% | +77.7% | -104.1% | -27.1% |
| YTD | +38.8% | +23.1% | +15.7% | +37.4% |
| 1Y | +20.9% | +6.5% | +14.4% | +22.8% |
| All | +20.9% | +12.6% | +8.3% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling