+132.5%
GOOGL vs CAG
-41.8%
+174.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | -1.9% | -6.6% | +4.8% | -1.9% |
| 30D | -7.5% | +2.3% | -9.8% | -7.4% |
| 3M | -9.2% | +16.3% | -25.5% | -9.1% |
| 6M | +8.1% | -16.0% | +24.1% | +7.6% |
| YTD | +5.8% | -7.7% | +13.5% | +5.5% |
| 1Y | +38.3% | -16.0% | +54.4% | +37.9% |
| 3Y | +144.8% | -37.7% | +182.5% | +144.1% |
| 5Y | +132.5% | -41.2% | +173.8% | +132.8% |
| All | +132.5% | -41.8% | +174.3% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling