+654.4%
GOOG vs CL
+78.1%
+576.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.4% | +2.6% | -0.2% | +1.6% |
| 30D | -18.1% | +11.8% | -29.9% | -21.0% |
| 3M | -19.9% | +5.9% | -25.8% | -21.5% |
| 6M | -28.2% | +13.3% | -41.5% | -31.3% |
| YTD | -9.0% | +27.1% | -36.1% | -16.4% |
| 1Y | -1.7% | +28.0% | -29.7% | -10.0% |
| 3Y | +114.5% | +39.4% | +75.2% | +83.1% |
| 5Y | +96.2% | +40.8% | +55.4% | +64.6% |
| 10Y | +654.4% | +84.9% | +569.5% | +463.9% |
| All | +654.4% | +78.1% | +576.3% | +463.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling