+2,883.5%
GE vs CI
+7,591.2%
-4,707.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -1.6% | +1.3% | -2.9% | -2.0% |
| 30D | -11.6% | +4.4% | -16.0% | -12.8% |
| 3M | +3.0% | +0.7% | +2.4% | +2.4% |
| 6M | -0.5% | +0.3% | -0.9% | -1.3% |
| YTD | +9.7% | +3.8% | +5.9% | +7.4% |
| 1Y | +20.0% | -5.5% | +25.5% | +19.7% |
| 3Y | +275.8% | +8.1% | +267.7% | +248.6% |
| 5Y | +429.1% | +42.8% | +386.3% | +341.9% |
| 10Y | +151.2% | +143.9% | +7.3% | +73.2% |
| All | +2,883.5% | +7,591.2% | -4,707.7% | +478.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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