+57.7%
GEV vs CNH
+29.2%
+28.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.9% |
| 7D | +3.3% | +23.3% | -20.0% | -1.7% |
| 30D | -7.5% | +33.5% | -40.9% | -13.8% |
| 3M | -2.2% | +32.7% | -34.9% | -9.1% |
| 6M | +12.1% | +22.2% | -10.1% | +5.7% |
| YTD | +44.4% | +57.7% | -13.3% | +27.1% |
| 1Y | +57.7% | +28.0% | +29.7% | +39.4% |
| All | +57.7% | +29.2% | +28.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling