+3.6%
GOOG vs CL
+33.4%
-29.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +3.0% |
| 7D | -10.7% | +7.7% | -18.5% | -11.2% |
| 30D | -16.4% | +15.2% | -31.7% | -17.8% |
| 3M | -23.4% | +7.3% | -30.8% | -23.9% |
| 6M | -24.2% | +17.0% | -41.2% | -25.7% |
| YTD | -8.3% | +28.0% | -36.2% | -9.5% |
| 1Y | +3.6% | +32.1% | -28.5% | +2.9% |
| All | +3.6% | +33.4% | -29.8% | +2.9% |
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