+710.1%
GOOG vs CF
+478.3%
+231.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.4% |
| 7D | +4.8% | +5.4% | -0.5% | +4.1% |
| 30D | -15.5% | +6.5% | -22.0% | -16.3% |
| 3M | -13.7% | +4.6% | -18.3% | -14.5% |
| 6M | -23.0% | -3.3% | -19.6% | -23.1% |
| YTD | -5.7% | +63.9% | -69.6% | -15.1% |
| 1Y | +3.0% | +50.4% | -47.4% | -6.0% |
| 3Y | +122.4% | +68.2% | +54.2% | +95.3% |
| 5Y | +99.2% | +113.8% | -14.6% | +59.7% |
| All | +710.1% | +478.3% | +231.8% | +434.3% |
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