+8.9%
GE vs CB
+34.9%
-26.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.7% | +2.6% |
| 7D | +9.4% | +5.3% | +4.2% | +9.1% |
| 30D | +7.5% | +13.2% | -5.7% | +7.2% |
| 3M | -12.5% | +7.8% | -20.3% | -12.9% |
| 6M | +17.8% | +15.8% | +2.0% | +17.6% |
| YTD | +7.4% | +21.0% | -13.6% | +9.3% |
| 1Y | +8.9% | +32.2% | -23.3% | +12.6% |
| All | +8.9% | +34.9% | -26.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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