+772.7%
GOOG vs CP
+224.3%
+548.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -1.6% | +0.6% | -2.1% | -1.8% |
| 30D | -7.7% | -0.5% | -7.2% | -7.5% |
| 3M | -9.3% | +0.1% | -9.4% | -9.7% |
| 6M | +7.4% | +7.8% | -0.4% | +3.2% |
| YTD | +4.9% | +22.9% | -18.0% | -5.6% |
| 1Y | +37.2% | +21.3% | +15.9% | +23.9% |
| 3Y | +141.6% | +20.4% | +121.2% | +113.4% |
| 5Y | +128.8% | +34.9% | +93.8% | +88.9% |
| 10Y | +772.7% | +233.3% | +539.4% | +374.1% |
| All | +772.7% | +224.3% | +548.4% | +374.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling