+13,444.1%
GOOG vs CRL
+574.1%
+12,870.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.6% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -6.8% | +10.7% | -17.5% | -9.6% |
| 3M | -9.1% | +55.3% | -64.4% | -20.9% |
| 6M | +10.7% | +60.7% | -49.9% | -5.6% |
| YTD | +7.1% | +44.6% | -37.6% | -6.4% |
| 1Y | +44.6% | +77.7% | -33.1% | +17.9% |
| 3Y | +147.4% | +37.6% | +109.8% | +104.6% |
| 5Y | +133.8% | -35.8% | +169.6% | +142.0% |
| 10Y | +777.5% | +241.7% | +535.8% | +408.8% |
| All | +13,444.1% | +574.1% | +12,870.1% | +5,660.2% |
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