+755.6%
GOOGL vs CAG
-36.2%
+791.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | 0.0% | -5.7% | +5.7% | +0.5% |
| 30D | -1.4% | -2.4% | +1.0% | -1.2% |
| 3M | -5.3% | +9.8% | -15.1% | -6.3% |
| 6M | +9.8% | -10.8% | +20.6% | +10.7% |
| YTD | +8.4% | -10.8% | +19.2% | +9.0% |
| 1Y | +41.2% | -19.0% | +60.1% | +43.3% |
| 3Y | +149.6% | -39.7% | +189.3% | +159.5% |
| 5Y | +142.6% | -43.0% | +185.5% | +152.5% |
| All | +755.6% | -36.2% | +791.7% | +752.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling