+390.5%
GE vs CPB
-31.3%
+421.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.7% |
| 7D | +7.1% | +8.0% | -0.9% | +7.3% |
| 30D | +6.5% | +22.4% | -15.9% | +7.0% |
| 3M | -13.6% | +2.5% | -16.1% | -13.5% |
| 6M | +6.0% | +12.2% | -6.2% | +6.1% |
| YTD | +5.4% | -12.8% | +18.2% | +5.1% |
| 1Y | +6.5% | -19.2% | +25.6% | +6.2% |
| 3Y | +268.6% | -35.6% | +304.1% | +264.0% |
| All | +390.5% | -31.3% | +421.8% | +348.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling