+67.6%
CB vs GEHC
+10.0%
+57.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +0.5% | -4.0% | +4.5% | +0.9% |
| 30D | -3.1% | -2.0% | -1.1% | -2.9% |
| 3M | +9.0% | +8.0% | +1.0% | +8.0% |
| 6M | +2.9% | -12.8% | +15.6% | +3.9% |
| YTD | +10.1% | -15.9% | +26.0% | +11.5% |
| 1Y | +22.8% | -6.9% | +29.7% | +23.0% |
| 3Y | +73.8% | 0.0% | +73.8% | +71.6% |
| All | +67.6% | +10.0% | +57.6% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling