+767.4%
GOOG vs CPB
-45.5%
+812.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.8% |
| 7D | -2.5% | -5.4% | +2.9% | -2.3% |
| 30D | -3.6% | -7.8% | +4.2% | -3.3% |
| 3M | -6.4% | -6.9% | +0.5% | -6.2% |
| 6M | +7.8% | -12.2% | +20.0% | +8.2% |
| YTD | +5.5% | -21.1% | +26.6% | +6.4% |
| 1Y | +38.3% | -33.5% | +71.8% | +40.8% |
| 3Y | +143.1% | -43.2% | +186.3% | +147.6% |
| 5Y | +135.0% | -40.9% | +175.9% | +136.6% |
| All | +767.4% | -45.5% | +812.8% | +778.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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