+2,883.5%
GE vs CPB
+325.7%
+2,557.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.0% |
| 7D | -1.6% | -8.6% | +7.0% | +0.6% |
| 30D | -11.6% | -7.2% | -4.3% | -10.1% |
| 3M | +3.0% | +0.9% | +2.1% | +1.9% |
| 6M | -0.5% | -11.8% | +11.3% | +1.8% |
| YTD | +9.7% | -19.4% | +29.1% | +14.6% |
| 1Y | +20.0% | -30.4% | +50.4% | +30.0% |
| 3Y | +275.8% | -40.2% | +316.0% | +313.8% |
| 5Y | +429.1% | -39.5% | +468.6% | +470.9% |
| 10Y | +151.2% | -47.4% | +198.6% | +166.9% |
| All | +2,883.5% | +325.7% | +2,557.8% | +1,286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling