+155.1%
CMI vs GEHC
+4.1%
+151.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +0.7% | -7.6% | +8.3% | +2.8% |
| 30D | -12.3% | -10.7% | -1.6% | -9.7% |
| 3M | -16.8% | -1.2% | -15.6% | -17.4% |
| 6M | +1.5% | -13.7% | +15.3% | +5.0% |
| YTD | +9.8% | -20.4% | +30.2% | +16.5% |
| 1Y | +42.6% | -17.0% | +59.6% | +48.5% |
| 3Y | +151.0% | +0.9% | +150.1% | +146.1% |
| All | +155.1% | +4.1% | +151.1% | +149.3% |
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