+11,830.0%
GOOG vs CPB
+70.1%
+11,759.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +4.8% | -5.8% | +10.6% | +6.0% |
| 30D | -15.5% | +16.5% | -32.0% | -18.3% |
| 3M | -13.7% | -1.1% | -12.6% | -13.9% |
| 6M | -23.0% | +11.5% | -34.4% | -25.3% |
| YTD | -5.7% | -15.7% | +10.1% | -3.5% |
| 1Y | +3.0% | -24.7% | +27.7% | +7.9% |
| 3Y | +122.4% | -37.3% | +159.7% | +137.5% |
| 5Y | +99.2% | -35.0% | +134.3% | +105.6% |
| 10Y | +690.8% | -41.0% | +731.8% | +700.8% |
| All | +11,830.0% | +70.1% | +11,759.9% | +7,244.1% |
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