+4,684.4%
GOOG vs CF
+5,948.3%
-1,263.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | -2.1% | +6.0% | -8.2% | -3.3% |
| 30D | -6.8% | +14.8% | -21.7% | -9.4% |
| 3M | -9.1% | +14.1% | -23.1% | -11.8% |
| 6M | +10.7% | +28.5% | -17.8% | +3.0% |
| YTD | +7.1% | +74.9% | -67.9% | -6.8% |
| 1Y | +44.6% | +61.7% | -17.1% | +27.4% |
| 3Y | +147.4% | +80.3% | +67.1% | +108.7% |
| 5Y | +133.8% | +226.0% | -92.2% | +65.8% |
| 10Y | +777.5% | +569.9% | +207.7% | +390.3% |
| All | +4,684.4% | +5,948.3% | -1,263.9% | +1,372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling