+38.3%
GOOG vs CRL
+73.3%
-35.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -2.5% | -6.9% | +4.4% | -1.9% |
| 30D | -3.6% | -3.2% | -0.4% | -3.3% |
| 3M | -6.4% | +46.5% | -53.0% | -11.1% |
| 6M | +7.8% | +63.1% | -55.3% | +0.5% |
| YTD | +5.5% | +36.9% | -31.4% | +0.3% |
| 1Y | +38.3% | +78.1% | -39.8% | +27.7% |
| All | +38.3% | +73.3% | -35.0% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling