+13,444.1%
GOOG vs CPB
+62.7%
+13,381.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.3% |
| 7D | -2.1% | -8.6% | +6.4% | -0.4% |
| 30D | -6.8% | -7.2% | +0.4% | -5.5% |
| 3M | -9.1% | +0.9% | -10.0% | -9.7% |
| 6M | +10.7% | -11.8% | +22.5% | +12.9% |
| YTD | +7.1% | -19.4% | +26.5% | +11.0% |
| 1Y | +44.6% | -30.4% | +75.0% | +54.3% |
| 3Y | +147.4% | -40.2% | +187.6% | +167.1% |
| 5Y | +133.8% | -39.5% | +173.3% | +146.0% |
| 10Y | +777.5% | -47.4% | +824.9% | +828.8% |
| All | +13,444.1% | +62.7% | +13,381.4% | +8,344.2% |
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