+180.8%
CEG vs GEHC
+1.7%
+179.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.2% |
| 7D | +8.0% | -4.0% | +12.0% | +9.2% |
| 30D | +12.9% | -2.0% | +14.9% | +13.5% |
| 3M | +13.2% | +8.0% | +5.2% | +10.1% |
| 6M | -7.0% | -12.8% | +5.8% | -3.8% |
| YTD | -15.0% | -15.9% | +0.9% | -11.5% |
| 1Y | -2.7% | -6.9% | +4.2% | -2.8% |
| All | +180.8% | +1.7% | +179.1% | +156.3% |
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