+411.8%
GE vs CP
+25.5%
+386.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.7% | +2.1% | +0.5% | +1.7% |
| 30D | +8.1% | +9.3% | -1.2% | +4.0% |
| 3M | -7.9% | +0.5% | -8.3% | -8.2% |
| 6M | +12.9% | +10.4% | +2.5% | +7.6% |
| YTD | +8.2% | +28.7% | -20.5% | -3.4% |
| 1Y | +9.7% | +33.2% | -23.5% | -3.6% |
| 3Y | +266.1% | +38.4% | +227.7% | +207.1% |
| All | +411.8% | +25.5% | +386.2% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling