-3.1%
CMG vs GE
+418.3%
-421.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -0.8% |
| 30D | +10.9% | -11.4% | +22.3% | +14.8% |
| 3M | +15.8% | -2.6% | +18.5% | +16.1% |
| 6M | +6.9% | -0.3% | +7.3% | +5.8% |
| YTD | -2.2% | +5.4% | -7.5% | -5.4% |
| 1Y | -7.1% | +15.5% | -22.6% | -13.1% |
| 3Y | -7.1% | +260.8% | -267.9% | -43.9% |
| All | -3.1% | +418.3% | -421.4% | -53.1% |
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