+7.6%
GE vs CF
+53.7%
-46.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.8% | -3.1% |
| 7D | +5.1% | +5.4% | -0.2% | +6.7% |
| 30D | +7.6% | +6.5% | +1.0% | +9.9% |
| 3M | -9.3% | +4.6% | -13.9% | -7.4% |
| 6M | +11.5% | -3.3% | +14.8% | +12.2% |
| YTD | +7.9% | +63.9% | -56.0% | +7.8% |
| 1Y | +7.6% | +50.4% | -42.8% | +9.3% |
| All | +7.6% | +53.7% | -46.1% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling