+132.6%
GOOG vs CF
+227.0%
-94.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -1.0% |
| 7D | -2.1% | +6.0% | -8.2% | -2.3% |
| 30D | -6.8% | +14.8% | -21.7% | -7.2% |
| 3M | -9.1% | +14.1% | -23.1% | -9.5% |
| 6M | +10.7% | +28.5% | -17.8% | +8.3% |
| YTD | +7.1% | +74.9% | -67.9% | +1.7% |
| 1Y | +44.6% | +61.7% | -17.1% | +38.2% |
| 3Y | +147.4% | +80.3% | +67.1% | +130.7% |
| All | +132.6% | +227.0% | -94.4% | +90.9% |
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 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