+244.1%
GE vs CNC
+5,537.6%
-5,293.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -1.6% | +3.5% | -5.1% | -2.3% |
| 30D | -11.6% | +0.1% | -11.6% | -11.7% |
| 3M | +3.0% | +6.9% | -3.9% | +1.4% |
| 6M | -0.5% | +49.0% | -49.5% | -8.8% |
| YTD | +9.7% | +62.9% | -53.2% | -1.5% |
| 1Y | +20.0% | +134.0% | -114.0% | -0.4% |
| 3Y | +275.8% | +9.4% | +266.4% | +245.4% |
| 5Y | +429.1% | +4.1% | +424.9% | +385.4% |
| 10Y | +151.2% | +95.4% | +55.8% | +99.0% |
| All | +244.1% | +5,537.6% | -5,293.5% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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