+162.4%
GE vs CL
+76.2%
+86.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.4% |
| 7D | +6.3% | +0.5% | +5.7% | +6.1% |
| 30D | +8.9% | +11.6% | -2.7% | +5.1% |
| 3M | -9.2% | +5.6% | -14.8% | -10.9% |
| 6M | +13.2% | +13.2% | +0.1% | +8.3% |
| YTD | +9.4% | +26.9% | -17.5% | +0.6% |
| 1Y | +9.8% | +27.3% | -17.5% | +0.7% |
| 3Y | +278.2% | +39.7% | +238.5% | +224.9% |
| 5Y | +396.0% | +41.3% | +354.7% | +320.0% |
| 10Y | +162.4% | +76.3% | +86.1% | +104.0% |
| All | +162.4% | +76.2% | +86.2% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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