+419.6%
GE vs CAG
-39.2%
+458.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +5.4% | +6.6% | -1.3% | +5.2% |
| 30D | +9.6% | +13.9% | -4.3% | +9.2% |
| 3M | -7.7% | +4.0% | -11.7% | -7.9% |
| 6M | +14.0% | +10.0% | +4.0% | +13.4% |
| YTD | +10.2% | -6.1% | +16.3% | +10.3% |
| 1Y | +8.9% | -4.3% | +13.2% | +8.9% |
| 3Y | +273.7% | -34.6% | +308.2% | +280.4% |
| All | +419.6% | -39.2% | +458.8% | +420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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