+773.2%
GOOG vs CF
+584.1%
+189.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.6% |
| 7D | -2.1% | +6.0% | -8.2% | -3.0% |
| 30D | -6.8% | +14.8% | -21.7% | -8.6% |
| 3M | -9.1% | +14.1% | -23.1% | -11.0% |
| 6M | +10.7% | +28.5% | -17.8% | +4.9% |
| YTD | +7.1% | +74.9% | -67.9% | -4.0% |
| 1Y | +44.6% | +61.7% | -17.1% | +31.0% |
| 3Y | +147.4% | +80.3% | +67.1% | +115.8% |
| 5Y | +133.8% | +226.0% | -92.2% | +72.7% |
| All | +773.2% | +584.1% | +189.1% | +468.8% |
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