-10.0%
CRM vs GE
+8.3%
-18.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +3.1% |
| 7D | -6.2% | +9.4% | -15.6% | -3.4% |
| 30D | -1.2% | +7.5% | -8.7% | +1.3% |
| 3M | +19.1% | -12.5% | +31.7% | +15.1% |
| 6M | +23.0% | +17.8% | +5.2% | +28.6% |
| YTD | -13.7% | +7.4% | -21.1% | -11.0% |
| 1Y | -10.0% | +8.9% | -18.9% | -6.4% |
| All | -10.0% | +8.3% | -18.3% | -6.4% |
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