+236.5%
GE vs CF
+5,948.3%
-5,711.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.9% |
| 7D | -1.6% | +6.0% | -7.6% | -3.1% |
| 30D | -11.6% | +14.8% | -26.4% | -14.8% |
| 3M | +3.0% | +14.1% | -11.0% | -1.0% |
| 6M | -0.5% | +28.5% | -29.1% | -9.7% |
| YTD | +9.7% | +74.9% | -65.2% | -8.4% |
| 1Y | +20.0% | +61.7% | -41.7% | +1.9% |
| 3Y | +275.8% | +80.3% | +195.5% | +202.5% |
| 5Y | +429.1% | +226.0% | +203.1% | +241.6% |
| 10Y | +151.2% | +569.9% | -418.7% | +29.8% |
| All | +236.5% | +5,948.3% | -5,711.8% | +2.6% |
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