+214.6%
GE vs CF
+5,277.9%
-5,063.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.6% | -5.9% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | +1.7% | +2.2% | -0.5% | +0.8% |
| 3M | -17.3% | +2.1% | -19.4% | -18.5% |
| 6M | +10.1% | -6.5% | +16.6% | +9.8% |
| YTD | +2.6% | +55.6% | -52.9% | -12.5% |
| 1Y | +3.7% | +42.3% | -38.6% | -9.6% |
| 3Y | +268.3% | +55.7% | +212.6% | +206.4% |
| 5Y | +376.2% | +122.4% | +253.7% | +239.7% |
| 10Y | +156.4% | +568.5% | -412.2% | +32.4% |
| All | +214.6% | +5,277.9% | -5,063.3% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling