+140.7%
GOOG vs CAPR
+36.9%
+103.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -2.1% |
| 7D | -1.6% | -12.6% | +11.1% | -1.5% |
| 30D | -7.7% | +124.4% | -132.1% | -8.4% |
| 3M | -9.3% | -66.8% | +57.5% | -9.0% |
| 6M | +7.4% | -71.8% | +79.2% | +7.9% |
| YTD | +4.9% | -70.1% | +74.9% | +5.2% |
| 1Y | +37.2% | +33.3% | +3.9% | +33.2% |
| All | +140.7% | +36.9% | +103.7% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling