+128.8%
GOOG vs CPB
-38.1%
+166.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.1% |
| 7D | -1.6% | -8.0% | +6.4% | -1.9% |
| 30D | -7.7% | -2.4% | -5.2% | -7.7% |
| 3M | -9.3% | +0.5% | -9.8% | -9.2% |
| 6M | +7.4% | -10.5% | +17.9% | +6.8% |
| YTD | +4.9% | -17.5% | +22.4% | +3.8% |
| 1Y | +37.2% | -31.0% | +68.2% | +34.9% |
| 3Y | +141.6% | -40.6% | +182.2% | +134.4% |
| 5Y | +128.8% | -37.7% | +166.5% | +129.4% |
| All | +128.8% | -38.1% | +166.8% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling