+157.4%
GE vs CL
+78.1%
+79.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +5.4% | +2.6% | +2.8% | +4.5% |
| 30D | +9.6% | +11.8% | -2.1% | +5.7% |
| 3M | -7.7% | +5.9% | -13.6% | -9.5% |
| 6M | +14.0% | +13.3% | +0.7% | +8.9% |
| YTD | +10.2% | +27.1% | -16.9% | +1.2% |
| 1Y | +8.9% | +28.0% | -19.1% | -0.4% |
| 3Y | +273.7% | +39.4% | +234.3% | +220.5% |
| 5Y | +410.2% | +40.8% | +369.4% | +331.6% |
| 10Y | +157.4% | +84.9% | +72.6% | +98.2% |
| All | +157.4% | +78.1% | +79.3% | +98.2% |
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