+208.7%
GE vs CFG
+347.0%
-138.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | +7.1% | -0.9% | +8.0% | +7.6% |
| 30D | +6.5% | +1.1% | +5.4% | +5.9% |
| 3M | -13.6% | -12.0% | -1.6% | -8.4% |
| 6M | +6.0% | -2.2% | +8.2% | +6.7% |
| YTD | +5.4% | +11.4% | -6.0% | -0.3% |
| 1Y | +6.5% | +27.8% | -21.4% | -5.6% |
| 3Y | +268.6% | +173.3% | +95.3% | +118.8% |
| 5Y | +389.0% | +62.4% | +326.6% | +259.9% |
| 10Y | +163.3% | +249.6% | -86.3% | +26.7% |
| All | +208.7% | +347.0% | -138.3% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling