+24.2%
CMG vs GEHC
+6.6%
+17.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -1.5% | -5.2% | +3.7% | -0.1% |
| 30D | +12.7% | -7.0% | +19.7% | +14.8% |
| 3M | +26.3% | +3.3% | +23.0% | +24.4% |
| 6M | +4.5% | -10.0% | +14.5% | +6.5% |
| YTD | -0.1% | -18.5% | +18.4% | +4.5% |
| 1Y | -6.8% | -14.4% | +7.6% | -3.9% |
| 3Y | -5.0% | +3.4% | -8.4% | -8.4% |
| All | +24.2% | +6.6% | +17.6% | +17.3% |
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 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