-10.4%
CNC vs GH
+486.6%
-497.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | -3.8% | -2.6% | -1.1% | -3.6% |
| 3M | -3.2% | +25.1% | -28.3% | -5.5% |
| 6M | +47.9% | +78.5% | -30.6% | +39.1% |
| YTD | +55.7% | +59.4% | -3.7% | +47.8% |
| 1Y | +106.2% | +173.9% | -67.6% | +84.3% |
| 3Y | -2.1% | +382.7% | -384.8% | -20.9% |
| 5Y | +3.4% | +24.4% | -21.0% | -5.0% |
| All | -10.4% | +486.6% | -497.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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