+121.0%
GOOG vs CF
+68.9%
+52.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -0.9% |
| 7D | +3.0% | +4.8% | -1.7% | +3.3% |
| 30D | -14.9% | +4.7% | -19.6% | -14.6% |
| 3M | -14.9% | +7.4% | -22.3% | -14.4% |
| 6M | -26.6% | +0.6% | -27.2% | -26.4% |
| YTD | -6.6% | +64.1% | -70.7% | -9.0% |
| 1Y | +5.1% | +51.4% | -46.3% | +3.0% |
| 3Y | +121.0% | +67.8% | +53.2% | +106.9% |
| All | +121.0% | +68.9% | +52.1% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling