-23.6%
GEV vs CNH
+10.0%
-33.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.4% | +2.0% |
| 7D | +6.2% | +6.4% | -0.2% | +5.3% |
| 30D | -18.4% | -1.6% | -16.8% | -18.3% |
| 3M | -21.2% | +11.6% | -32.8% | -23.8% |
| 6M | -23.6% | +12.5% | -36.1% | -26.9% |
| All | -23.6% | +10.0% | -33.5% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling