+162.4%
GE vs CPB
-39.9%
+202.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +3.9% |
| 7D | +6.3% | +3.3% | +3.0% | +6.1% |
| 30D | +8.9% | +19.0% | -10.1% | +8.1% |
| 3M | -9.2% | +0.4% | -9.6% | -9.3% |
| 6M | +13.2% | +13.0% | +0.3% | +12.4% |
| YTD | +9.4% | -12.7% | +22.1% | +9.8% |
| 1Y | +9.8% | -20.9% | +30.7% | +10.8% |
| 3Y | +278.2% | -35.4% | +313.6% | +283.6% |
| 5Y | +396.0% | -32.3% | +428.3% | +398.0% |
| 10Y | +162.4% | -40.5% | +202.9% | +162.9% |
| All | +162.4% | -39.9% | +202.3% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling