+2,765.1%
GE vs CI
+7,937.0%
-5,171.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.5% |
| 7D | +7.1% | -1.6% | +8.7% | +7.6% |
| 30D | +6.5% | +5.4% | +1.0% | +4.6% |
| 3M | -13.6% | +7.3% | -20.8% | -15.7% |
| 6M | +6.0% | +5.3% | +0.7% | +3.5% |
| YTD | +5.4% | +8.5% | -3.1% | +1.5% |
| 1Y | +6.5% | +17.1% | -10.7% | 0.0% |
| 3Y | +268.6% | +1.4% | +267.2% | +248.8% |
| 5Y | +389.0% | +50.5% | +338.6% | +300.9% |
| 10Y | +163.3% | +168.5% | -5.2% | +76.2% |
| All | +2,765.1% | +7,937.0% | -5,171.9% | +446.3% |
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