+620.7%
GEV vs CNH
+22.6%
+598.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.3% |
| 7D | +3.3% | +23.3% | -20.0% | -3.6% |
| 30D | -7.5% | +33.5% | -40.9% | -16.2% |
| 3M | -2.2% | +32.7% | -34.9% | -11.6% |
| 6M | +12.1% | +22.2% | -10.1% | +3.7% |
| YTD | +44.4% | +57.7% | -13.3% | +20.7% |
| 1Y | +57.7% | +28.0% | +29.7% | +42.4% |
| All | +620.7% | +22.6% | +598.1% | +523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling