+13,444.1%
GOOG vs CL
+470.0%
+12,974.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.4% |
| 7D | -2.1% | -2.2% | 0.0% | -1.2% |
| 30D | -6.8% | -4.8% | -2.0% | -4.9% |
| 3M | -9.1% | +4.9% | -14.0% | -11.3% |
| 6M | +10.7% | -5.7% | +16.4% | +12.8% |
| YTD | +7.1% | +14.4% | -7.3% | +0.2% |
| 1Y | +44.6% | +8.7% | +35.9% | +37.7% |
| 3Y | +147.4% | +30.0% | +117.5% | +110.3% |
| 5Y | +133.8% | +28.4% | +105.4% | +97.2% |
| 10Y | +777.5% | +50.1% | +727.4% | +568.0% |
| All | +13,444.1% | +470.0% | +12,974.1% | +5,686.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling