+96.0%
GOOG vs CI
+53.0%
+43.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.5% |
| 7D | +2.4% | +2.6% | -0.2% | +2.3% |
| 30D | -18.1% | +7.3% | -25.4% | -18.4% |
| 3M | -19.9% | +9.5% | -29.4% | -20.2% |
| 6M | -28.2% | +6.4% | -34.6% | -28.4% |
| YTD | -9.0% | +12.0% | -21.0% | -9.6% |
| 1Y | -1.7% | +20.1% | -21.8% | -2.7% |
| 3Y | +114.5% | +9.6% | +105.0% | +108.8% |
| All | +96.0% | +53.0% | +43.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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