+91.9%
GOOG vs CF
+120.6%
-28.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +2.1% | -3.2% | +5.2% | +2.1% |
| 30D | -18.3% | +4.3% | -22.6% | -18.3% |
| 3M | -20.3% | +2.8% | -23.1% | -20.5% |
| 6M | -28.1% | +0.6% | -28.7% | -28.2% |
| YTD | -9.3% | +56.6% | -66.0% | -13.7% |
| 1Y | -0.2% | +49.6% | -49.8% | -4.7% |
| 3Y | +118.0% | +61.5% | +56.6% | +103.9% |
| All | +91.9% | +120.6% | -28.7% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling