+12.0%
GEHC vs CNP
+43.4%
-31.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.3% |
| 7D | -5.2% | +1.6% | -6.8% | -5.6% |
| 30D | -7.0% | -0.8% | -6.2% | -6.8% |
| 3M | +3.3% | -3.6% | +6.9% | +4.0% |
| 6M | -10.0% | -6.9% | -3.1% | -8.5% |
| YTD | -18.5% | +6.4% | -24.9% | -20.3% |
| 1Y | -14.4% | +9.9% | -24.4% | -17.3% |
| 3Y | +3.4% | +53.1% | -49.7% | -9.7% |
| All | +12.0% | +43.4% | -31.4% | +1.9% |
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