+151.5%
GE vs CFG
+313.6%
-162.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.1% |
| 7D | +1.2% | +2.7% | -1.5% | -0.1% |
| 30D | -9.5% | -3.7% | -5.8% | -7.8% |
| 3M | +4.1% | +9.5% | -5.3% | -0.5% |
| 6M | +3.9% | +22.2% | -18.3% | -5.6% |
| YTD | +9.0% | +22.3% | -13.3% | -1.4% |
| 1Y | +21.9% | +39.4% | -17.5% | +3.1% |
| 3Y | +281.8% | +188.5% | +93.3% | +116.0% |
| 5Y | +436.7% | +101.5% | +335.2% | +250.3% |
| 10Y | +151.5% | +308.6% | -157.1% | +14.0% |
| All | +151.5% | +313.6% | -162.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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