+11,715.7%
GOOG vs CPB
+75.5%
+11,640.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.6% |
| 7D | +3.0% | -1.6% | +4.6% | +3.3% |
| 30D | -14.9% | +19.2% | -34.1% | -18.0% |
| 3M | -14.9% | -0.9% | -14.0% | -15.1% |
| 6M | -26.6% | +15.2% | -41.8% | -29.3% |
| YTD | -6.6% | -13.1% | +6.5% | -5.0% |
| 1Y | +5.1% | -22.4% | +27.5% | +9.4% |
| 3Y | +121.0% | -35.3% | +156.3% | +134.5% |
| 5Y | +97.3% | -33.0% | +130.3% | +102.4% |
| 10Y | +683.2% | -39.2% | +722.4% | +688.1% |
| All | +11,715.7% | +75.5% | +11,640.2% | +7,128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling