+44.2%
GEV vs CNH
+16.6%
+27.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +3.7% | +3.0% | +0.7% | +3.1% |
| 30D | -14.7% | -0.6% | -14.1% | -14.6% |
| 3M | -23.4% | +14.6% | -38.1% | -27.2% |
| 6M | -24.3% | +11.8% | -36.1% | -27.8% |
| YTD | +23.2% | +30.4% | -7.2% | +5.4% |
| 1Y | +44.2% | +19.1% | +25.2% | +34.7% |
| All | +44.2% | +16.6% | +27.6% | +34.7% |
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