+2,883.5%
GE vs CL
+4,870.0%
-1,986.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | -1.6% | -2.2% | +0.6% | -0.7% |
| 30D | -11.6% | -4.8% | -6.7% | -9.8% |
| 3M | +3.0% | +4.9% | -1.9% | +0.6% |
| 6M | -0.5% | -5.7% | +5.2% | +1.4% |
| YTD | +9.7% | +14.4% | -4.6% | +3.2% |
| 1Y | +20.0% | +8.7% | +11.3% | +14.6% |
| 3Y | +275.8% | +30.0% | +245.9% | +227.1% |
| 5Y | +429.1% | +28.4% | +400.7% | +358.8% |
| 10Y | +151.2% | +50.1% | +101.1% | +99.3% |
| All | +2,883.5% | +4,870.0% | -1,986.4% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling