-0.5%
GNRC vs CPB
-33.6%
+33.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +3.0% |
| 7D | -0.2% | -1.8% | +1.6% | -0.5% |
| 30D | -15.7% | -7.1% | -8.7% | -16.7% |
| 3M | -27.3% | -6.0% | -21.3% | -27.3% |
| 6M | -12.1% | -5.3% | -6.8% | -11.9% |
| YTD | +37.1% | -20.8% | +58.0% | +35.9% |
| 1Y | -0.5% | -33.8% | +33.4% | -1.7% |
| All | -0.5% | -33.6% | +33.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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