+157.4%
GE vs CME
+301.9%
-144.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | +5.4% | +1.7% | +3.7% | +4.7% |
| 30D | +9.6% | +10.2% | -0.5% | +5.4% |
| 3M | -7.7% | +17.8% | -25.5% | -13.7% |
| 6M | +14.0% | +11.0% | +3.0% | +8.2% |
| YTD | +10.2% | +17.0% | -6.9% | +1.3% |
| 1Y | +8.9% | +15.8% | -6.9% | +0.5% |
| 3Y | +273.7% | +61.8% | +211.9% | +190.6% |
| 5Y | +410.2% | +72.5% | +337.7% | +278.2% |
| 10Y | +157.4% | +288.0% | -130.6% | +44.8% |
| All | +157.4% | +301.9% | -144.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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