+635.3%
GOOG vs CF
+546.3%
+89.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.9% | -0.9% | +3.7% | +2.9% |
| 30D | -17.8% | +6.9% | -24.7% | -18.6% |
| 3M | -19.0% | +4.8% | -23.9% | -19.8% |
| 6M | -27.9% | +4.7% | -32.5% | -28.9% |
| YTD | -8.7% | +56.5% | -65.2% | -17.2% |
| 1Y | +2.5% | +48.4% | -45.9% | -6.3% |
| 3Y | +119.2% | +59.1% | +60.1% | +94.2% |
| 5Y | +93.4% | +109.5% | -16.1% | +55.5% |
| 10Y | +635.3% | +487.0% | +148.3% | +405.1% |
| All | +635.3% | +546.3% | +89.0% | +405.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling