-15.3%
GEHC vs CCI
-17.7%
+2.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -7.9% | -4.4% | -3.5% | -7.0% |
| 30D | -11.7% | +0.3% | -12.0% | -11.8% |
| 3M | +0.8% | -20.0% | +20.8% | +4.0% |
| 6M | -11.6% | -14.5% | +2.9% | -9.2% |
| YTD | -21.6% | -14.9% | -6.7% | -18.7% |
| 1Y | -15.3% | -17.7% | +2.4% | -12.9% |
| All | -15.3% | -17.7% | +2.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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