+135.0%
GOOG vs CAG
-42.8%
+177.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | -2.5% | -5.9% | +3.4% | -2.5% |
| 30D | -3.6% | -1.5% | -2.1% | -3.6% |
| 3M | -6.4% | +11.5% | -17.9% | -6.4% |
| 6M | +7.8% | -15.7% | +23.5% | +7.3% |
| YTD | +5.5% | -10.2% | +15.7% | +5.1% |
| 1Y | +38.3% | -18.1% | +56.3% | +37.8% |
| 3Y | +143.1% | -39.4% | +182.5% | +142.4% |
| 5Y | +135.0% | -42.6% | +177.6% | +135.8% |
| All | +135.0% | -42.8% | +177.8% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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