+44.5%
GOOG vs CL
+8.2%
+36.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -2.2% | -2.2% | 0.0% | -2.0% |
| 30D | -6.9% | -4.8% | -2.1% | -6.6% |
| 3M | -9.1% | +4.9% | -14.1% | -9.5% |
| 6M | +10.6% | -5.7% | +16.4% | +9.1% |
| YTD | +7.0% | +14.4% | -7.4% | +8.7% |
| 1Y | +44.5% | +8.7% | +35.8% | +45.8% |
| All | +44.5% | +8.2% | +36.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling