-6.9%
GEHC vs CNI
+29.8%
-36.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -4.0% | -2.1% | -1.9% | -2.8% |
| 30D | -2.0% | -3.3% | +1.3% | 0.0% |
| 3M | +8.0% | +3.8% | +4.2% | +5.4% |
| 6M | -12.8% | +12.7% | -25.4% | -18.7% |
| YTD | -15.9% | +26.3% | -42.2% | -25.3% |
| 1Y | -6.9% | +29.9% | -36.8% | -17.8% |
| All | -6.9% | +29.8% | -36.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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