+128.8%
GOOG vs CI
+43.3%
+85.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -1.6% | -1.1% | -0.4% | -1.5% |
| 30D | -7.7% | +0.5% | -8.1% | -7.7% |
| 3M | -9.3% | -5.2% | -4.1% | -9.1% |
| 6M | +7.4% | +4.3% | +3.1% | +7.1% |
| YTD | +4.9% | +2.8% | +2.1% | +4.5% |
| 1Y | +37.2% | -5.8% | +43.0% | +37.2% |
| 3Y | +141.6% | +4.7% | +136.9% | +133.0% |
| 5Y | +128.8% | +42.7% | +86.1% | +92.5% |
| All | +128.8% | +43.3% | +85.4% | +92.5% |
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