+518.8%
GEV vs CNH
+6.4%
+512.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.8% |
| 7D | -3.0% | +6.7% | -9.6% | -4.8% |
| 30D | -18.9% | +7.2% | -26.1% | -20.6% |
| 3M | -20.1% | +17.5% | -37.6% | -25.2% |
| 6M | -24.6% | +15.0% | -39.6% | -29.4% |
| YTD | +24.0% | +36.8% | -12.8% | +7.6% |
| 1Y | +40.6% | +27.6% | +13.0% | +25.3% |
| All | +518.8% | +6.4% | +512.4% | +456.0% |
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