+11,452.8%
GOOG vs CB
+1,341.7%
+10,111.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | +2.9% | -1.5% | +4.4% | +3.4% |
| 30D | -17.8% | +6.5% | -24.3% | -19.8% |
| 3M | -19.0% | +4.1% | -23.1% | -20.4% |
| 6M | -27.9% | +14.4% | -42.3% | -32.1% |
| YTD | -8.7% | +17.5% | -26.2% | -15.1% |
| 1Y | +2.5% | +27.5% | -25.0% | -7.8% |
| 3Y | +119.2% | +71.6% | +47.6% | +71.6% |
| 5Y | +93.4% | +100.6% | -7.2% | +40.6% |
| 10Y | +635.3% | +243.0% | +392.3% | +311.1% |
| All | +11,452.8% | +1,341.7% | +10,111.1% | +3,570.8% |
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