+5.1%
GNRC vs CRL
+78.8%
-73.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.6% |
| 7D | +1.9% | -1.0% | +3.0% | +2.1% |
| 30D | -13.8% | +10.7% | -24.5% | -15.0% |
| 3M | -32.6% | +55.3% | -87.9% | -36.8% |
| 6M | -15.2% | +60.7% | -75.8% | -21.3% |
| YTD | +37.4% | +44.6% | -7.2% | +30.9% |
| 1Y | +5.1% | +77.7% | -72.6% | -7.3% |
| All | +5.1% | +78.8% | -73.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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