+136.0%
GOOG vs CNC
+10.7%
+125.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.5% |
| 7D | 0.0% | -0.9% | +1.0% | +0.1% |
| 30D | -2.0% | -1.0% | -1.0% | -1.9% |
| 3M | -5.9% | +4.5% | -10.4% | -6.1% |
| 6M | +8.9% | +85.2% | -76.3% | +5.9% |
| YTD | +7.1% | +61.4% | -54.3% | +4.5% |
| 1Y | +39.7% | +94.9% | -55.2% | +35.0% |
| 3Y | +145.8% | 0.0% | +145.8% | +142.2% |
| All | +136.0% | +10.7% | +125.3% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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