+13,447.0%
GOOG vs CCL
-20.1%
+13,467.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -5.1% | -20.0% | +14.9% | +0.2% |
| 3M | -7.1% | -13.7% | +6.6% | -4.0% |
| 6M | +12.7% | -9.0% | +21.7% | +14.3% |
| YTD | +7.1% | -22.8% | +29.9% | +12.4% |
| 1Y | +43.6% | -25.3% | +68.9% | +50.8% |
| 3Y | +146.8% | +54.1% | +92.7% | +108.0% |
| 5Y | +133.7% | +3.5% | +130.2% | +100.2% |
| 10Y | +773.3% | -41.0% | +814.4% | +620.5% |
| All | +13,447.0% | -20.1% | +13,467.1% | +8,706.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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