+2,864.0%
GE vs CMI
+19,796.6%
-16,932.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.2% | +1.9% | -0.7% | +0.4% |
| 30D | -9.5% | -12.5% | +3.0% | -4.9% |
| 3M | +4.1% | -16.2% | +20.3% | +10.8% |
| 6M | +3.9% | +4.9% | -0.9% | +1.4% |
| YTD | +9.0% | +11.1% | -2.1% | +3.7% |
| 1Y | +21.9% | +43.4% | -21.4% | +5.1% |
| 3Y | +281.8% | +154.1% | +127.7% | +163.6% |
| 5Y | +436.7% | +169.5% | +267.2% | +261.6% |
| 10Y | +151.5% | +503.8% | -352.2% | +29.0% |
| All | +2,864.0% | +19,796.6% | -16,932.6% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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