+440.3%
GE vs CRL
-35.7%
+476.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.4% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | -11.6% | +10.7% | -22.2% | -13.6% |
| 3M | +3.0% | +55.3% | -52.3% | -7.0% |
| 6M | -0.5% | +60.7% | -61.2% | -11.4% |
| YTD | +9.7% | +44.6% | -34.9% | -0.3% |
| 1Y | +20.0% | +77.7% | -57.7% | +3.6% |
| 3Y | +275.8% | +37.6% | +238.2% | +231.4% |
| All | +440.3% | -35.7% | +476.0% | +419.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling