+128.8%
GOOG vs CL
+27.0%
+101.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -1.6% | -2.3% | +0.7% | -1.3% |
| 30D | -7.7% | -5.5% | -2.2% | -7.1% |
| 3M | -9.3% | +0.8% | -10.1% | -9.5% |
| 6M | +7.4% | -4.2% | +11.7% | +7.7% |
| YTD | +4.9% | +13.4% | -8.6% | +3.3% |
| 1Y | +37.2% | +7.1% | +30.2% | +36.1% |
| 3Y | +141.6% | +29.0% | +112.6% | +120.9% |
| 5Y | +128.8% | +28.3% | +100.5% | +111.0% |
| All | +128.8% | +27.0% | +101.7% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling