+152.0%
GE vs CRL
+244.4%
-92.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.6% |
| 7D | -1.2% | -4.6% | +3.4% | +0.1% |
| 30D | -11.3% | +0.5% | -11.7% | -11.5% |
| 3M | -1.4% | +46.6% | -48.0% | -12.3% |
| 6M | +1.2% | +57.3% | -56.1% | -12.6% |
| YTD | +5.9% | +39.5% | -33.6% | -5.7% |
| 1Y | +18.4% | +76.9% | -58.5% | -2.5% |
| 3Y | +271.0% | +39.4% | +231.6% | +209.6% |
| 5Y | +417.9% | -37.2% | +455.1% | +458.8% |
| 10Y | +152.0% | +253.4% | -101.5% | +37.5% |
| All | +152.0% | +244.4% | -92.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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