+767.4%
GOOG vs CRL
+249.3%
+518.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | -2.5% | -6.9% | +4.4% | -0.5% |
| 30D | -3.6% | -3.2% | -0.4% | -2.8% |
| 3M | -6.4% | +46.5% | -53.0% | -17.3% |
| 6M | +7.8% | +63.1% | -55.3% | -8.7% |
| YTD | +5.5% | +36.9% | -31.4% | -6.3% |
| 1Y | +38.3% | +78.1% | -39.8% | +12.1% |
| 3Y | +143.1% | +36.7% | +106.4% | +100.4% |
| 5Y | +135.0% | -38.1% | +173.1% | +159.0% |
| All | +767.4% | +249.3% | +518.1% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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