+38.2%
GEHC vs CNP
+45.3%
-7.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.0% |
| 7D | +7.6% | -4.2% | +11.8% | +8.6% |
| 30D | +27.5% | +5.5% | +21.9% | +25.5% |
| 3M | +17.2% | +0.6% | +16.7% | +16.8% |
| 6M | +33.6% | -2.8% | +36.4% | +34.0% |
| YTD | +0.6% | +7.9% | -7.2% | -2.2% |
| 1Y | +11.3% | +6.7% | +4.6% | +8.4% |
| 3Y | +16.5% | +61.1% | -44.6% | +0.1% |
| All | +38.2% | +45.3% | -7.1% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling