+15.5%
GEHC vs CPB
-56.1%
+71.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.6% |
| 7D | -4.0% | -8.6% | +4.6% | -2.4% |
| 30D | -2.0% | -7.2% | +5.3% | -0.7% |
| 3M | +8.0% | +0.9% | +7.1% | +7.8% |
| 6M | -12.8% | -11.8% | -1.0% | -11.2% |
| YTD | -15.9% | -19.4% | +3.5% | -13.3% |
| 1Y | -6.9% | -30.4% | +23.5% | -1.8% |
| 3Y | 0.0% | -40.2% | +40.1% | +5.8% |
| All | +15.5% | -56.1% | +71.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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