+377.1%
GE vs CME
+8,132.9%
-7,755.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.3% | +4.0% |
| 7D | +6.3% | -0.6% | +6.8% | +6.5% |
| 30D | +8.9% | +8.5% | +0.3% | +5.5% |
| 3M | -9.2% | +16.0% | -25.2% | -14.2% |
| 6M | +13.2% | +9.3% | +3.9% | +8.3% |
| YTD | +9.4% | +15.3% | -5.9% | +2.0% |
| 1Y | +9.8% | +14.4% | -4.6% | +2.6% |
| 3Y | +278.2% | +59.9% | +218.3% | +208.4% |
| 5Y | +396.0% | +69.4% | +326.6% | +291.4% |
| 10Y | +162.4% | +299.5% | -137.1% | +49.7% |
| All | +377.1% | +8,132.9% | -7,755.8% | +31.0% |
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