+433.0%
GE vs CAG
-41.2%
+474.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | +1.2% | -5.3% | +6.4% | +1.4% |
| 30D | -9.5% | +1.0% | -10.5% | -9.6% |
| 3M | +4.1% | +17.4% | -13.2% | +3.0% |
| 6M | +3.9% | -16.8% | +20.7% | +5.1% |
| YTD | +9.0% | -6.8% | +15.8% | +9.3% |
| 1Y | +21.9% | -15.4% | +37.3% | +23.2% |
| 3Y | +281.8% | -37.1% | +318.9% | +294.0% |
| All | +433.0% | -41.2% | +474.2% | +444.1% |
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