+61.5%
GNRC vs CNI
+19.7%
+41.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -15.7% | -2.7% | -13.0% | -14.6% |
| 3M | -27.3% | +3.9% | -31.3% | -29.0% |
| 6M | -12.1% | +16.4% | -28.4% | -20.3% |
| YTD | +37.1% | +25.8% | +11.3% | +18.0% |
| 1Y | -0.5% | +32.4% | -32.9% | -17.4% |
| 3Y | +61.5% | +19.1% | +42.4% | +38.9% |
| All | +61.5% | +19.7% | +41.8% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling