+7.1%
CRM vs GE
+22.8%
-15.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -1.6% |
| 7D | +1.3% | -1.6% | +2.9% | +0.7% |
| 30D | +34.3% | -11.6% | +45.9% | +30.3% |
| 3M | +37.7% | +3.0% | +34.7% | +38.6% |
| 6M | +34.9% | -0.5% | +35.5% | +36.3% |
| YTD | -1.6% | +9.7% | -11.4% | +1.6% |
| 1Y | +7.1% | +20.0% | -12.9% | +17.0% |
| All | +7.1% | +22.8% | -15.7% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling