+21.9%
GE vs CNH
+20.6%
+1.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.6% |
| 7D | +1.2% | +8.8% | -7.6% | -1.0% |
| 30D | -9.5% | +24.7% | -34.2% | -14.6% |
| 3M | +4.1% | +27.3% | -23.2% | -2.7% |
| 6M | +3.9% | +23.2% | -19.2% | -2.4% |
| YTD | +9.0% | +48.9% | -39.9% | +1.1% |
| 1Y | +21.9% | +19.4% | +2.5% | +17.8% |
| All | +21.9% | +20.6% | +1.4% | +17.8% |
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