+151.5%
GE vs CNH
+152.9%
-1.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +1.7% |
| 7D | +1.2% | +8.8% | -7.6% | -2.9% |
| 30D | -9.5% | +24.7% | -34.2% | -18.7% |
| 3M | +4.1% | +27.3% | -23.2% | -7.9% |
| 6M | +3.9% | +23.2% | -19.2% | -7.3% |
| YTD | +9.0% | +48.9% | -39.9% | -11.2% |
| 1Y | +21.9% | +19.4% | +2.5% | +9.1% |
| 3Y | +281.8% | +7.8% | +274.0% | +239.8% |
| 5Y | +436.7% | +8.7% | +428.0% | +352.4% |
| 10Y | +151.5% | +149.5% | +2.0% | +36.5% |
| All | +151.5% | +152.9% | -1.4% | +36.5% |
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