+5.1%
GNRC vs CAI
-31.3%
+36.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +1.9% | -2.2% | +4.1% | +2.0% |
| 30D | -13.8% | +52.4% | -66.2% | -14.5% |
| 3M | -32.6% | +45.1% | -77.7% | -33.1% |
| 6M | -15.2% | +26.2% | -41.4% | -15.7% |
| YTD | +37.4% | -7.1% | +44.5% | +36.6% |
| 1Y | +5.1% | -31.0% | +36.2% | +8.5% |
| All | +5.1% | -31.3% | +36.4% | +8.5% |
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