-19.6%
CNC vs GEHC
+6.6%
-26.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.6% | -3.4% |
| 7D | -1.0% | -5.2% | +4.2% | -0.5% |
| 30D | -1.8% | -7.0% | +5.2% | -1.2% |
| 3M | -0.7% | +3.3% | -4.0% | -1.1% |
| 6M | +47.9% | -10.0% | +57.9% | +49.6% |
| YTD | +56.9% | -18.5% | +75.4% | +60.9% |
| 1Y | +123.9% | -14.4% | +138.3% | +127.9% |
| 3Y | -1.3% | +3.4% | -4.7% | -1.3% |
| All | -19.6% | +6.6% | -26.2% | -22.6% |
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