+4,100.0%
CMG vs GE
+245.5%
+3,854.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -1.5% | +1.2% | -2.6% | -1.8% |
| 30D | +12.7% | -9.5% | +22.2% | +16.0% |
| 3M | +26.3% | +4.1% | +22.1% | +24.0% |
| 6M | +4.5% | +3.9% | +0.6% | +2.0% |
| YTD | -0.1% | +9.0% | -9.1% | -4.3% |
| 1Y | -6.8% | +21.9% | -28.7% | -14.0% |
| 3Y | -5.0% | +281.8% | -286.8% | -40.9% |
| 5Y | -3.0% | +436.7% | -439.8% | -47.1% |
| 10Y | +323.6% | +151.5% | +172.0% | +185.6% |
| All | +4,100.0% | +245.5% | +3,854.5% | +2,680.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling