+13,444.1%
GOOG vs CMS
+1,280.4%
+12,163.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -6.8% | -3.6% | -3.2% | -5.7% |
| 3M | -9.1% | -1.9% | -7.2% | -8.8% |
| 6M | +10.7% | -11.0% | +21.7% | +14.9% |
| YTD | +7.1% | +0.2% | +6.9% | +6.2% |
| 1Y | +44.6% | -1.3% | +45.9% | +44.0% |
| 3Y | +147.4% | +35.9% | +111.5% | +112.3% |
| 5Y | +133.8% | +23.1% | +110.7% | +105.7% |
| 10Y | +777.5% | +117.9% | +659.6% | +474.7% |
| All | +13,444.1% | +1,280.4% | +12,163.7% | +3,804.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling