+13,164.2%
GOOG vs CNC
+1,287.0%
+11,877.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -1.6% | -4.9% | +3.3% | -0.7% |
| 30D | -7.7% | -3.8% | -3.9% | -7.1% |
| 3M | -9.3% | -3.2% | -6.1% | -9.1% |
| 6M | +7.4% | +47.9% | -40.4% | -0.6% |
| YTD | +4.9% | +55.7% | -50.8% | -4.2% |
| 1Y | +37.2% | +106.2% | -69.0% | +18.4% |
| 3Y | +141.6% | -2.1% | +143.7% | +127.5% |
| 5Y | +128.8% | +3.4% | +125.4% | +109.8% |
| 10Y | +772.7% | +91.7% | +681.1% | +593.8% |
| All | +13,164.2% | +1,287.0% | +11,877.3% | +6,391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling