+151.5%
GE vs CPB
-45.7%
+197.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.7% |
| 7D | +1.2% | -8.2% | +9.4% | +1.5% |
| 30D | -9.5% | -5.6% | -3.9% | -9.3% |
| 3M | +4.1% | +3.0% | +1.2% | +3.7% |
| 6M | +3.9% | -12.7% | +16.6% | +4.4% |
| YTD | +9.0% | -18.0% | +27.0% | +9.8% |
| 1Y | +21.9% | -31.7% | +53.7% | +24.2% |
| 3Y | +281.8% | -41.0% | +322.7% | +290.0% |
| 5Y | +436.7% | -38.4% | +475.1% | +442.6% |
| 10Y | +151.5% | -45.0% | +196.5% | +152.6% |
| All | +151.5% | -45.7% | +197.2% | +152.6% |
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