+162.4%
GE vs CNH
+134.0%
+28.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.9% | -7.1% | -0.8% |
| 7D | +6.3% | +8.6% | -2.3% | +2.5% |
| 30D | +8.9% | +12.6% | -3.7% | +3.1% |
| 3M | -9.2% | +17.5% | -26.7% | -17.2% |
| 6M | +13.2% | +18.1% | -4.9% | +1.9% |
| YTD | +9.4% | +40.4% | -31.0% | -9.6% |
| 1Y | +9.8% | +34.0% | -24.2% | -7.8% |
| 3Y | +278.2% | +35.3% | +242.9% | +196.4% |
| 5Y | +396.0% | -5.1% | +401.1% | +343.7% |
| 10Y | +162.4% | +124.0% | +38.3% | +56.5% |
| All | +162.4% | +134.0% | +28.4% | +56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling