+13,444.1%
GOOG vs CI
+1,390.0%
+12,054.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -6.8% | +4.4% | -11.3% | -7.8% |
| 3M | -9.1% | +0.7% | -9.7% | -9.5% |
| 6M | +10.7% | +0.3% | +10.4% | +10.0% |
| YTD | +7.1% | +3.8% | +3.3% | +5.3% |
| 1Y | +44.6% | -5.5% | +50.1% | +44.0% |
| 3Y | +147.4% | +8.1% | +139.3% | +130.7% |
| 5Y | +133.8% | +42.8% | +91.0% | +98.8% |
| 10Y | +777.5% | +143.9% | +633.6% | +524.1% |
| All | +13,444.1% | +1,390.0% | +12,054.1% | +6,204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling