+20.0%
GE vs CNH
+29.2%
-9.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -3.0% | +0.2% |
| 7D | -1.6% | +23.3% | -24.9% | -6.6% |
| 30D | -11.6% | +33.5% | -45.0% | -17.8% |
| 3M | +3.0% | +32.7% | -29.7% | -4.5% |
| 6M | -0.5% | +22.2% | -22.7% | -6.7% |
| YTD | +9.7% | +57.7% | -47.9% | +0.6% |
| 1Y | +20.0% | +28.0% | -7.9% | +13.6% |
| All | +20.0% | +29.2% | -9.2% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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