+157.4%
GE vs CPB
-40.9%
+198.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +5.4% | +2.9% | +2.5% | +5.2% |
| 30D | +9.6% | +17.6% | -8.0% | +8.9% |
| 3M | -7.7% | +2.0% | -9.8% | -7.9% |
| 6M | +14.0% | +11.6% | +2.4% | +13.2% |
| YTD | +10.2% | -13.8% | +23.9% | +10.7% |
| 1Y | +8.9% | -21.6% | +30.5% | +10.0% |
| 3Y | +273.7% | -35.8% | +309.5% | +279.2% |
| 5Y | +410.2% | -33.3% | +443.5% | +412.7% |
| 10Y | +157.4% | -39.4% | +196.9% | +148.7% |
| All | +157.4% | -40.9% | +198.3% | +148.7% |
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