+1,902.2%
GE vs CB
+6,559.4%
-4,657.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.9% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -11.6% | -3.1% | -8.5% | -10.4% |
| 3M | +3.0% | +9.0% | -5.9% | -1.0% |
| 6M | -0.5% | +2.9% | -3.4% | -2.3% |
| YTD | +9.7% | +10.1% | -0.4% | +4.6% |
| 1Y | +20.0% | +22.8% | -2.8% | +9.0% |
| 3Y | +275.8% | +73.8% | +202.0% | +192.8% |
| 5Y | +429.1% | +99.2% | +329.9% | +288.2% |
| 10Y | +151.2% | +218.2% | -67.0% | +54.1% |
| All | +1,902.2% | +6,559.4% | -4,657.2% | +474.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling