+160.3%
GE vs CF
+470.5%
-310.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +4.0% | +10.4% | -6.3% | +1.4% |
| 30D | +11.1% | +7.6% | +3.5% | +8.6% |
| 3M | -6.7% | +5.2% | -11.9% | -8.8% |
| 6M | +14.3% | -0.1% | +14.4% | +12.3% |
| YTD | +11.7% | +61.7% | -49.9% | -8.7% |
| 1Y | +10.9% | +50.3% | -39.4% | -7.4% |
| 3Y | +279.0% | +66.0% | +213.0% | +196.1% |
| 5Y | +427.0% | +114.5% | +312.5% | +235.7% |
| All | +160.3% | +470.5% | -310.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling