+11,715.7%
GOOG vs CRL
+689.6%
+11,026.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -14.9% | +11.9% | -26.8% | -18.2% |
| 3M | -14.9% | +20.2% | -35.1% | -20.1% |
| 6M | -26.6% | +107.5% | -134.1% | -42.1% |
| YTD | -6.6% | +69.4% | -76.0% | -22.7% |
| 1Y | +5.1% | +99.7% | -94.7% | -17.4% |
| 3Y | +121.0% | +98.8% | +22.2% | +61.3% |
| 5Y | +97.3% | -12.4% | +109.7% | +84.6% |
| 10Y | +683.2% | +352.9% | +330.4% | +315.7% |
| All | +11,715.7% | +689.6% | +11,026.1% | +4,656.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling