+2,883.5%
GE vs CP
+7,669.4%
-4,785.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.5% |
| 30D | -11.6% | +0.2% | -11.7% | -11.7% |
| 3M | +3.0% | +2.6% | +0.4% | +1.6% |
| 6M | -0.5% | +6.0% | -6.5% | -3.2% |
| YTD | +9.7% | +24.9% | -15.2% | -0.6% |
| 1Y | +20.0% | +20.1% | -0.1% | +10.3% |
| 3Y | +275.8% | +16.4% | +259.4% | +244.2% |
| 5Y | +429.1% | +31.7% | +397.3% | +354.6% |
| 10Y | +151.2% | +223.9% | -72.7% | +49.2% |
| All | +2,883.5% | +7,669.4% | -4,785.9% | +403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling