-1.7%
GOOG vs CL
+28.1%
-29.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.4% | +2.6% | -0.2% | +2.2% |
| 30D | -18.1% | +11.8% | -29.9% | -19.2% |
| 3M | -19.9% | +5.9% | -25.8% | -20.3% |
| 6M | -28.2% | +13.3% | -41.5% | -29.3% |
| YTD | -9.0% | +27.1% | -36.1% | -11.1% |
| 1Y | -1.7% | +28.0% | -29.7% | -4.1% |
| All | -1.7% | +28.1% | -29.8% | -4.1% |
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