+133.7%
GOOG vs CP
+34.0%
+99.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.1% | +2.4% | -1.4% | +0.1% |
| 30D | -5.1% | -0.5% | -4.5% | -4.9% |
| 3M | -7.1% | +1.4% | -8.5% | -8.0% |
| 6M | +12.7% | +10.3% | +2.3% | +7.5% |
| YTD | +7.1% | +24.3% | -17.2% | -3.4% |
| 1Y | +43.6% | +20.4% | +23.2% | +31.1% |
| 3Y | +146.8% | +21.8% | +125.0% | +116.9% |
| 5Y | +133.7% | +31.5% | +102.2% | +92.1% |
| All | +133.7% | +34.0% | +99.6% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling