+11,368.7%
GOOG vs CSGP
+624.8%
+10,744.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +2.2% |
| 7D | +2.1% | +1.3% | +0.8% | +1.5% |
| 30D | -18.3% | +10.7% | -29.0% | -22.0% |
| 3M | -20.3% | +3.3% | -23.6% | -22.7% |
| 6M | -28.1% | -10.3% | -17.7% | -27.7% |
| YTD | -9.3% | -54.6% | +45.2% | +12.1% |
| 1Y | -0.2% | -54.6% | +54.4% | +23.2% |
| 3Y | +118.0% | -60.3% | +178.4% | +173.5% |
| 5Y | +92.1% | -63.3% | +155.4% | +141.7% |
| 10Y | +652.3% | +66.5% | +585.8% | +463.0% |
| All | +11,368.7% | +624.8% | +10,744.0% | +4,680.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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