+526.6%
GEV vs CNH
+1.9%
+524.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.4% | +2.5% |
| 7D | +6.2% | +6.4% | -0.2% | +4.3% |
| 30D | -18.4% | -1.6% | -16.8% | -18.1% |
| 3M | -21.2% | +11.6% | -32.8% | -25.1% |
| 6M | -23.6% | +12.5% | -36.1% | -28.0% |
| YTD | +25.5% | +31.1% | -5.5% | +10.3% |
| 1Y | +42.6% | +17.0% | +25.6% | +30.8% |
| All | +526.6% | +1.9% | +524.7% | +470.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling