+0.1%
CARR vs GEHC
-1.1%
+1.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.8% |
| 7D | -4.1% | -7.9% | +3.7% | -1.6% |
| 30D | -11.0% | -11.7% | +0.7% | -7.4% |
| 3M | -16.4% | +0.8% | -17.2% | -17.6% |
| 6M | -2.4% | -11.6% | +9.2% | +0.7% |
| YTD | +8.4% | -21.6% | +30.0% | +16.7% |
| 1Y | -8.0% | -15.3% | +7.3% | -4.2% |
| All | +0.1% | -1.1% | +1.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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