+8.9%
GE vs CP
+35.2%
-26.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.7% | +1.4% |
| 7D | +9.4% | +5.6% | +3.8% | +7.2% |
| 30D | +7.5% | +10.0% | -2.5% | +3.7% |
| 3M | -12.5% | +4.4% | -16.9% | -14.0% |
| 6M | +17.8% | +14.1% | +3.7% | +10.3% |
| YTD | +7.4% | +29.1% | -21.6% | -1.7% |
| 1Y | +8.9% | +34.6% | -25.7% | -1.3% |
| All | +8.9% | +35.2% | -26.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling