+2,765.1%
GE vs CPB
+366.4%
+2,398.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.0% |
| 7D | +7.1% | +8.0% | -0.9% | +4.9% |
| 30D | +6.5% | +22.4% | -15.9% | +0.7% |
| 3M | -13.6% | +3.8% | -17.4% | -15.0% |
| 6M | +6.0% | +13.7% | -7.7% | +1.2% |
| YTD | +5.4% | -11.7% | +17.1% | +7.0% |
| 1Y | +6.5% | -18.1% | +24.6% | +10.1% |
| 3Y | +268.6% | -34.7% | +303.3% | +295.9% |
| 5Y | +389.0% | -30.6% | +419.6% | +405.7% |
| 10Y | +163.3% | -37.1% | +200.5% | +163.7% |
| All | +2,765.1% | +366.4% | +2,398.6% | +1,194.4% |
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