+260.8%
GE vs CNH
+64.7%
+196.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -3.0% | -0.5% |
| 7D | -1.6% | +23.3% | -24.9% | -9.6% |
| 30D | -11.6% | +33.5% | -45.0% | -21.7% |
| 3M | +3.0% | +32.7% | -29.7% | -9.0% |
| 6M | -0.5% | +22.2% | -22.7% | -9.7% |
| YTD | +9.7% | +57.7% | -47.9% | -10.4% |
| 1Y | +20.0% | +28.0% | -7.9% | +5.9% |
| 3Y | +275.8% | +11.5% | +264.3% | +235.8% |
| 5Y | +429.1% | +11.9% | +417.2% | +356.1% |
| 10Y | +151.2% | +162.8% | -11.6% | +51.4% |
| All | +260.8% | +64.7% | +196.1% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling