+12.0%
GEHC vs CNI
+6.7%
+5.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -5.2% | +2.5% | -7.7% | -6.6% |
| 30D | -7.0% | -2.5% | -4.5% | -5.6% |
| 3M | +3.3% | +2.7% | +0.6% | +1.6% |
| 6M | -10.0% | +16.9% | -26.9% | -17.6% |
| YTD | -18.5% | +26.3% | -44.8% | -28.7% |
| 1Y | -14.4% | +31.1% | -45.5% | -26.8% |
| 3Y | +3.4% | +21.1% | -17.7% | -8.6% |
| All | +12.0% | +6.7% | +5.3% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling