+378.6%
GE vs CME
+7,469.3%
-7,090.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.6% | -1.6% | 0.0% | -1.1% |
| 30D | -11.6% | +6.2% | -17.8% | -13.5% |
| 3M | +3.0% | +10.4% | -7.4% | -1.2% |
| 6M | -0.5% | -9.5% | +9.0% | +1.8% |
| YTD | +9.7% | +6.0% | +3.7% | +5.8% |
| 1Y | +20.0% | +9.3% | +10.8% | +14.1% |
| 3Y | +275.8% | +57.7% | +218.2% | +208.4% |
| 5Y | +429.1% | +77.7% | +351.4% | +310.7% |
| 10Y | +151.2% | +281.2% | -130.1% | +46.0% |
| All | +378.6% | +7,469.3% | -7,090.7% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling