+3.0%
GOOG vs CF
+53.7%
-50.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.9% |
| 7D | +4.8% | +5.4% | -0.5% | +6.1% |
| 30D | -15.5% | +6.5% | -22.0% | -14.1% |
| 3M | -13.7% | +4.6% | -18.3% | -12.4% |
| 6M | -23.0% | -3.3% | -19.6% | -23.2% |
| YTD | -5.7% | +63.9% | -69.6% | +10.0% |
| 1Y | +3.0% | +50.4% | -47.4% | +14.9% |
| All | +3.0% | +53.7% | -50.7% | +14.9% |
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