+7.7%
GEHC vs CNP
+39.8%
-32.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -7.9% | -2.2% | -5.7% | -7.4% |
| 30D | -11.7% | -2.1% | -9.6% | -11.3% |
| 3M | +0.8% | -7.9% | +8.7% | +2.8% |
| 6M | -11.6% | -8.3% | -3.3% | -9.8% |
| YTD | -21.6% | +3.8% | -25.3% | -22.9% |
| 1Y | -15.3% | +5.9% | -21.2% | -17.3% |
| 3Y | -0.5% | +49.3% | -49.8% | -12.6% |
| All | +7.7% | +39.8% | -32.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling