-1.3%
GOOG vs CF
+47.0%
-48.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.9% | -0.9% | +3.7% | +2.8% |
| 30D | -17.8% | +6.9% | -24.7% | -16.4% |
| 3M | -19.0% | +4.8% | -23.9% | -17.7% |
| 6M | -27.9% | +4.7% | -32.5% | -26.3% |
| YTD | -8.7% | +56.5% | -65.2% | +5.7% |
| All | -1.3% | +47.0% | -48.4% | +10.9% |
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