+2,482.4%
GOOG vs CAPR
-99.0%
+2,581.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +6.0% | -0.9% |
| 7D | +3.0% | +5.9% | -2.9% | +2.9% |
| 30D | -14.9% | +44.6% | -59.5% | -15.4% |
| 3M | -14.9% | +126.4% | -141.3% | -16.2% |
| 6M | -26.6% | -68.6% | +42.0% | -26.3% |
| YTD | -6.6% | -67.0% | +60.4% | -6.4% |
| 1Y | +5.1% | +65.2% | -60.1% | -0.2% |
| 3Y | +121.0% | +235.6% | -114.6% | +103.8% |
| 5Y | +97.3% | +175.4% | -78.1% | +81.0% |
| 10Y | +683.2% | -65.0% | +748.2% | +595.1% |
| All | +2,482.4% | -99.0% | +2,581.5% | +2,141.7% |
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