-65.0%
CBRS vs GE
+12.8%
-77.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +10.9% | +11.2% |
| 7D | +21.2% | +2.7% | +18.6% | +20.9% |
| 30D | -23.2% | +8.1% | -31.2% | -23.3% |
| 3M | -52.9% | -7.9% | -45.1% | -54.3% |
| All | -65.0% | +12.8% | -77.8% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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