-7.6%
CMG vs GE
+269.2%
-276.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.8% |
| 7D | -6.5% | -1.2% | -5.2% | -6.2% |
| 30D | +12.1% | -11.3% | +23.4% | +15.1% |
| 3M | +20.6% | -1.4% | +22.0% | +20.2% |
| 6M | +2.1% | +1.2% | +0.9% | +0.7% |
| YTD | -2.6% | +5.9% | -8.6% | -5.5% |
| 1Y | -8.7% | +18.4% | -27.1% | -14.1% |
| All | -7.6% | +269.2% | -276.8% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling