-26.6%
GOOG vs CRL
+102.3%
-128.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -1.0% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -14.9% | +11.9% | -26.8% | -15.0% |
| 3M | -14.9% | +20.2% | -35.1% | -15.1% |
| 6M | -26.6% | +107.5% | -134.1% | -31.1% |
| All | -26.6% | +102.3% | -128.9% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling