+2,883.5%
GE vs CAH
+15,076.3%
-12,192.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -1.6% | +5.4% | -7.0% | -3.2% |
| 30D | -11.6% | +3.3% | -14.9% | -12.5% |
| 3M | +3.0% | +22.8% | -19.8% | -3.4% |
| 6M | -0.5% | +11.3% | -11.8% | -4.0% |
| YTD | +9.7% | +21.1% | -11.4% | +2.8% |
| 1Y | +20.0% | +67.2% | -47.2% | +1.1% |
| 3Y | +275.8% | +195.6% | +80.2% | +162.4% |
| 5Y | +429.1% | +413.8% | +15.2% | +209.4% |
| 10Y | +151.2% | +309.6% | -158.4% | +50.5% |
| All | +2,883.5% | +15,076.3% | -12,192.8% | +818.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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