+44.5%
GOOG vs CF
+62.4%
-17.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.8% |
| 7D | -2.2% | +6.0% | -8.2% | -0.9% |
| 30D | -6.9% | +14.8% | -21.7% | -3.9% |
| 3M | -9.1% | +14.1% | -23.2% | -6.2% |
| 6M | +10.6% | +28.5% | -17.9% | +17.4% |
| YTD | +7.0% | +74.9% | -68.0% | +19.9% |
| 1Y | +44.5% | +61.7% | -17.2% | +62.1% |
| All | +44.5% | +62.4% | -17.9% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling