+643.2%
GEV vs CNH
+15.8%
+627.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.6% | +8.7% | +4.8% |
| 7D | +8.1% | +8.8% | -0.7% | +4.9% |
| 30D | -1.9% | +24.7% | -26.6% | -9.3% |
| 3M | +4.1% | +27.3% | -23.3% | -4.9% |
| 6M | +23.2% | +23.2% | +0.1% | +13.1% |
| YTD | +48.9% | +48.9% | 0.0% | +26.5% |
| 1Y | +62.2% | +19.4% | +42.8% | +49.7% |
| All | +643.2% | +15.8% | +627.4% | +553.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling