+9.3%
GEHC vs CPAY
+116.4%
-107.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -7.6% | -2.5% | -5.2% | -6.7% |
| 30D | -10.7% | +1.3% | -12.0% | -11.1% |
| 3M | -1.2% | +13.5% | -14.7% | -5.9% |
| 6M | -13.7% | +24.7% | -38.5% | -21.0% |
| YTD | -20.4% | +34.9% | -55.4% | -30.1% |
| 1Y | -17.0% | +29.7% | -46.7% | -26.1% |
| 3Y | +0.9% | +49.4% | -48.4% | -14.1% |
| All | +9.3% | +116.4% | -107.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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