-3.5%
GEHC vs CNI
+19.7%
-23.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -7.2% | -0.4% | -6.8% | -6.9% |
| 30D | -11.6% | -2.7% | -8.9% | -10.1% |
| 3M | -0.8% | +3.9% | -4.8% | -3.3% |
| 6M | -11.9% | +16.4% | -28.3% | -19.5% |
| YTD | -21.9% | +25.8% | -47.7% | -32.0% |
| 1Y | -17.8% | +32.4% | -50.2% | -30.7% |
| 3Y | -3.5% | +19.1% | -22.6% | -15.4% |
| All | -3.5% | +19.7% | -23.3% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling