+2,228.4%
CLS vs GEHC
+30.8%
+2,197.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.9% |
| 7D | +23.5% | -2.3% | +25.8% | +24.4% |
| 30D | -28.9% | +19.0% | -48.0% | -33.2% |
| 3M | -25.2% | +13.3% | -38.5% | -28.6% |
| 6M | -32.1% | +31.5% | -63.6% | -39.7% |
| YTD | -14.1% | 0.0% | -14.0% | -15.1% |
| 1Y | -24.1% | +9.4% | -33.4% | -28.0% |
| 3Y | +897.0% | +18.3% | +878.6% | +807.2% |
| All | +2,228.4% | +30.8% | +2,197.7% | +1,985.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling