+281.8%
GE vs CME
+52.8%
+229.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +1.2% | -2.9% | +4.0% | +1.1% |
| 30D | -9.5% | +5.5% | -15.0% | -9.4% |
| 3M | +4.1% | +11.0% | -6.8% | +4.4% |
| 6M | +3.9% | -9.7% | +13.6% | +4.7% |
| YTD | +9.0% | +4.9% | +4.2% | +7.9% |
| 1Y | +21.9% | +10.1% | +11.9% | +19.8% |
| 3Y | +281.8% | +53.5% | +228.3% | +249.5% |
| All | +281.8% | +52.8% | +229.0% | +249.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling