+97.7%
GOOG vs CF
+114.1%
-16.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.0% | +4.8% | -1.7% | +2.9% |
| 30D | -14.9% | +4.7% | -19.6% | -15.0% |
| 3M | -14.9% | +7.4% | -22.3% | -15.1% |
| 6M | -26.6% | +0.6% | -27.2% | -26.7% |
| YTD | -6.6% | +64.1% | -70.7% | -11.1% |
| 1Y | +5.1% | +51.4% | -46.3% | +0.7% |
| 3Y | +121.0% | +67.8% | +53.2% | +106.7% |
| All | +97.7% | +114.1% | -16.4% | +75.1% |
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