-17.9%
CLS vs GEHC
+11.9%
-29.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.3% |
| 7D | +16.3% | +0.8% | +15.5% | +16.3% |
| 30D | -25.7% | +21.3% | -47.0% | -25.1% |
| 3M | -30.9% | +12.6% | -43.4% | -30.2% |
| 6M | -35.5% | +34.3% | -69.8% | -36.0% |
| YTD | -18.7% | +1.4% | -20.1% | -17.0% |
| 1Y | -17.9% | +12.5% | -30.4% | -18.2% |
| All | -17.9% | +11.9% | -29.8% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling