+114.5%
GOOG vs CP
+31.7%
+82.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.4% | +2.8% | -0.4% | +1.7% |
| 30D | -18.1% | +11.0% | -29.1% | -20.2% |
| 3M | -19.9% | +3.8% | -23.7% | -20.7% |
| 6M | -28.2% | +9.5% | -37.6% | -30.1% |
| YTD | -9.0% | +28.2% | -37.2% | -15.4% |
| 1Y | -1.7% | +33.0% | -34.6% | -9.6% |
| 3Y | +114.5% | +35.5% | +79.0% | +103.9% |
| All | +114.5% | +31.7% | +82.8% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling