+151.2%
GE vs CL
+84.7%
+66.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +5.1% | -0.8% | +5.9% | +5.4% |
| 30D | +7.6% | +9.5% | -1.9% | +4.4% |
| 3M | -9.3% | +6.6% | -15.9% | -11.3% |
| 6M | +11.5% | +13.2% | -1.7% | +6.6% |
| YTD | +7.9% | +26.9% | -19.0% | -0.9% |
| 1Y | +7.6% | +27.6% | -20.0% | -1.4% |
| 3Y | +265.9% | +39.1% | +226.7% | +214.0% |
| 5Y | +405.9% | +41.3% | +364.6% | +327.1% |
| All | +151.2% | +84.7% | +66.6% | +92.9% |
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