+133.7%
GOOG vs CB
+98.8%
+34.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -5.1% | -3.9% | -1.2% | -4.5% |
| 3M | -7.1% | +4.9% | -12.0% | -8.2% |
| 6M | +12.7% | +3.3% | +9.4% | +11.5% |
| YTD | +7.1% | +8.5% | -1.4% | +4.7% |
| 1Y | +43.6% | +22.1% | +21.5% | +36.2% |
| 3Y | +146.8% | +70.1% | +76.6% | +100.7% |
| 5Y | +133.7% | +97.4% | +36.3% | +73.9% |
| All | +133.7% | +98.8% | +34.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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