+12.0%
GEHC vs CCI
-32.6%
+44.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | -7.0% | +0.5% | -7.5% | -7.1% |
| 3M | +3.3% | -16.3% | +19.6% | +7.4% |
| 6M | -10.0% | -13.9% | +4.0% | -7.1% |
| YTD | -18.5% | -12.4% | -6.0% | -16.4% |
| 1Y | -14.4% | -15.2% | +0.8% | -11.6% |
| 3Y | +3.4% | -9.9% | +13.3% | +3.0% |
| All | +12.0% | -32.6% | +44.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling