+13,447.0%
GOOG vs CAG
+67.1%
+13,379.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +1.1% | -5.3% | +6.4% | +2.1% |
| 30D | -5.1% | +1.0% | -6.0% | -5.3% |
| 3M | -7.1% | +17.4% | -24.5% | -10.4% |
| 6M | +12.7% | -16.8% | +29.5% | +16.3% |
| YTD | +7.1% | -6.8% | +13.9% | +7.6% |
| 1Y | +43.6% | -15.4% | +59.0% | +46.9% |
| 3Y | +146.8% | -37.1% | +183.8% | +165.0% |
| 5Y | +133.7% | -41.3% | +174.9% | +151.9% |
| 10Y | +773.3% | -35.5% | +808.8% | +766.6% |
| All | +13,447.0% | +67.1% | +13,379.8% | +8,891.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling