+767.4%
GOOG vs CMS
+120.6%
+646.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -3.6% | -2.8% | -0.8% | -3.0% |
| 3M | -6.4% | -7.1% | +0.7% | -5.1% |
| 6M | +7.8% | -10.0% | +17.8% | +10.0% |
| YTD | +5.5% | -0.9% | +6.4% | +5.2% |
| 1Y | +38.3% | -2.0% | +40.3% | +38.1% |
| 3Y | +143.1% | +33.0% | +110.1% | +119.6% |
| 5Y | +135.0% | +24.3% | +110.7% | +114.4% |
| All | +767.4% | +120.6% | +646.8% | +587.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CMS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling