+11,639.4%
GOOG vs CB
+1,369.0%
+10,270.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | -16.7% | +7.3% | -24.0% | -19.0% |
| 3M | -15.2% | +7.0% | -22.2% | -17.6% |
| 6M | -24.8% | +16.3% | -41.1% | -29.6% |
| YTD | -7.2% | +19.7% | -26.9% | -14.4% |
| 1Y | -0.1% | +27.8% | -27.9% | -10.2% |
| 3Y | +118.8% | +72.0% | +46.8% | +71.2% |
| 5Y | +99.9% | +104.9% | -4.9% | +44.2% |
| 10Y | +678.2% | +246.7% | +431.5% | +333.5% |
| All | +11,639.4% | +1,369.0% | +10,270.4% | +3,604.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling