+150.3%
GE vs CRL
+1,630.9%
-1,480.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.8% | -5.1% | +0.6% |
| 7D | +7.1% | -6.1% | +13.2% | +8.6% |
| 30D | +6.5% | +12.4% | -5.9% | +2.5% |
| 3M | -13.6% | +27.1% | -40.7% | -19.9% |
| 6M | +6.0% | +85.7% | -79.7% | -12.1% |
| YTD | +5.4% | +69.2% | -63.8% | -11.2% |
| 1Y | +6.5% | +97.5% | -91.1% | -14.2% |
| 3Y | +268.6% | +86.1% | +182.5% | +185.0% |
| 5Y | +389.0% | -10.0% | +399.1% | +352.3% |
| 10Y | +163.3% | +395.0% | -231.7% | +44.7% |
| All | +150.3% | +1,630.9% | -1,480.6% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling