+246.4%
GE vs CNH
+32.2%
+214.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.7% |
| 7D | +7.1% | -1.7% | +8.8% | +7.8% |
| 30D | +6.5% | -7.2% | +13.7% | +9.1% |
| 3M | -13.6% | +6.5% | -20.1% | -17.2% |
| 6M | +6.0% | +7.9% | -1.9% | 0.0% |
| YTD | +5.4% | +26.6% | -21.2% | -7.2% |
| 1Y | +6.5% | +13.8% | -7.3% | -2.6% |
| 3Y | +268.6% | +9.2% | +259.4% | +226.2% |
| 5Y | +389.0% | -15.6% | +404.6% | +368.1% |
| 10Y | +163.3% | +119.2% | +44.1% | +70.0% |
| All | +246.4% | +32.2% | +214.2% | +137.7% |
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