+2,765.1%
GE vs CL
+5,337.0%
-2,571.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.6% |
| 7D | +7.1% | +1.3% | +5.8% | +6.5% |
| 30D | +6.5% | +11.4% | -4.9% | +1.8% |
| 3M | -13.6% | +4.4% | -18.0% | -15.3% |
| 6M | +6.0% | +10.8% | -4.8% | +1.0% |
| YTD | +5.4% | +25.1% | -19.7% | -4.6% |
| 1Y | +6.5% | +28.0% | -21.5% | -4.7% |
| 3Y | +268.6% | +37.6% | +231.0% | +213.3% |
| 5Y | +389.0% | +39.7% | +349.3% | +309.1% |
| 10Y | +163.3% | +75.8% | +87.5% | +95.5% |
| All | +2,765.1% | +5,337.0% | -2,571.9% | +396.6% |
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