+13,444.1%
GOOG vs CP
+2,280.3%
+11,163.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | -2.7% | +0.5% | -1.2% |
| 30D | -6.8% | +0.2% | -7.0% | -7.0% |
| 3M | -9.1% | +2.6% | -11.7% | -10.3% |
| 6M | +10.7% | +6.0% | +4.7% | +7.8% |
| YTD | +7.1% | +24.9% | -17.9% | -2.5% |
| 1Y | +44.6% | +20.1% | +24.5% | +33.4% |
| 3Y | +147.4% | +16.4% | +131.0% | +127.1% |
| 5Y | +133.8% | +31.7% | +102.1% | +103.4% |
| 10Y | +777.5% | +223.9% | +553.7% | +434.9% |
| All | +13,444.1% | +2,280.3% | +11,163.8% | +4,471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling