+2,465.7%
GOOG vs CAPR
-98.9%
+2,564.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +26.5% | -24.5% | +1.6% |
| 7D | +1.2% | +25.8% | -24.6% | +0.8% |
| 30D | -16.7% | +50.2% | -66.9% | -17.3% |
| 3M | -15.2% | +185.5% | -200.7% | -16.7% |
| 6M | -24.8% | -64.8% | +40.1% | -24.5% |
| YTD | -7.2% | -61.1% | +53.9% | -7.2% |
| 1Y | -0.1% | +81.0% | -81.1% | -5.3% |
| 3Y | +118.8% | +300.7% | -181.9% | +101.4% |
| 5Y | +99.9% | +223.3% | -123.4% | +83.0% |
| 10Y | +678.2% | -58.8% | +736.9% | +589.1% |
| All | +2,465.7% | -98.9% | +2,564.6% | +2,122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling