+773.3%
GOOG vs CF
+589.1%
+184.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | -5.1% | +18.1% | -23.1% | -7.2% |
| 3M | -7.1% | +23.4% | -30.4% | -10.0% |
| 6M | +12.7% | +17.1% | -4.4% | +8.5% |
| YTD | +7.1% | +76.2% | -69.1% | -4.1% |
| 1Y | +43.6% | +62.3% | -18.7% | +30.0% |
| 3Y | +146.8% | +71.8% | +74.9% | +117.4% |
| 5Y | +133.7% | +234.6% | -100.9% | +71.7% |
| 10Y | +773.3% | +574.3% | +199.1% | +468.4% |
| All | +773.3% | +589.1% | +184.2% | +468.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling