+2,765.1%
GE vs CP
+7,734.8%
-4,969.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.4% |
| 7D | +7.1% | +2.8% | +4.3% | +5.9% |
| 30D | +6.5% | +10.2% | -3.7% | +2.1% |
| 3M | -13.6% | +2.4% | -15.9% | -14.6% |
| 6M | +6.0% | +7.7% | -1.7% | +2.2% |
| YTD | +5.4% | +26.0% | -20.6% | -5.0% |
| 1Y | +6.5% | +34.6% | -28.2% | -6.8% |
| 3Y | +268.6% | +26.7% | +241.9% | +225.5% |
| 5Y | +389.0% | +24.9% | +364.1% | +329.4% |
| 10Y | +163.3% | +258.6% | -95.3% | +50.4% |
| All | +2,765.1% | +7,734.8% | -4,969.8% | +381.0% |
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