-13.7%
GEHC vs CNI
+17.6%
-31.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.8% |
| 7D | -7.6% | +0.9% | -8.5% | -8.3% |
| 30D | -10.7% | -2.1% | -8.5% | -9.1% |
| 3M | -1.2% | +1.8% | -3.0% | -3.1% |
| 6M | -13.7% | +14.8% | -28.5% | -22.7% |
| All | -13.7% | +17.6% | -31.4% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling