+126.0%
GOOGL vs CAG
-36.3%
+162.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -0.9% |
| 7D | +3.9% | -3.3% | +7.2% | +3.7% |
| 30D | -14.9% | +7.7% | -22.6% | -14.5% |
| 3M | -14.6% | -3.2% | -11.4% | -14.5% |
| 6M | -26.4% | +7.0% | -33.4% | -26.1% |
| YTD | -5.3% | -9.0% | +3.7% | -6.0% |
| 1Y | +6.5% | -9.6% | +16.1% | +5.6% |
| 3Y | +126.0% | -36.0% | +162.0% | +117.8% |
| All | +126.0% | -36.3% | +162.4% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling