+11,452.8%
GOOG vs CL
+532.5%
+10,920.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | +2.9% | +0.5% | +2.3% | +2.6% |
| 30D | -17.8% | +11.6% | -29.4% | -21.7% |
| 3M | -19.0% | +5.6% | -24.6% | -21.2% |
| 6M | -27.9% | +13.2% | -41.0% | -32.1% |
| YTD | -8.7% | +26.9% | -35.6% | -18.5% |
| 1Y | +2.5% | +27.3% | -24.8% | -8.7% |
| 3Y | +119.2% | +39.7% | +79.5% | +80.8% |
| 5Y | +93.4% | +41.3% | +52.1% | +56.4% |
| 10Y | +635.3% | +76.3% | +559.0% | +419.0% |
| All | +11,452.8% | +532.5% | +10,920.3% | +4,608.3% |
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