+151.2%
GE vs CPB
-40.8%
+192.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.4% |
| 7D | +5.1% | -5.8% | +10.9% | +5.4% |
| 30D | +7.6% | +16.5% | -8.9% | +6.9% |
| 3M | -9.3% | -1.1% | -8.2% | -9.3% |
| 6M | +11.5% | +11.5% | +0.1% | +10.7% |
| YTD | +7.9% | -15.7% | +23.6% | +8.5% |
| 1Y | +7.6% | -24.7% | +32.3% | +9.0% |
| 3Y | +265.9% | -37.3% | +303.1% | +271.6% |
| 5Y | +405.9% | -35.0% | +441.0% | +409.1% |
| All | +151.2% | -40.8% | +192.0% | +143.0% |
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