+265.1%
GE vs CNH
+30.2%
+234.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.6% |
| 7D | +5.1% | +6.4% | -1.3% | +3.7% |
| 30D | +7.6% | -1.6% | +9.2% | +7.8% |
| 3M | -9.3% | +11.6% | -20.9% | -12.6% |
| 6M | +11.5% | +12.5% | -1.0% | +6.8% |
| YTD | +7.9% | +31.1% | -23.2% | -0.1% |
| 1Y | +7.6% | +17.0% | -9.4% | +2.1% |
| All | +265.1% | +30.2% | +234.9% | +242.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling