+13,507.3%
GOOGL vs CAG
+69.5%
+13,437.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.3% | -3.8% | +1.5% | -1.5% |
| 30D | -6.6% | +3.1% | -9.7% | -7.2% |
| 3M | -8.9% | +23.5% | -32.4% | -13.1% |
| 6M | +11.9% | -14.8% | +26.7% | +15.0% |
| YTD | +8.3% | -5.4% | +13.8% | +8.6% |
| 1Y | +46.2% | -11.8% | +58.0% | +48.3% |
| 3Y | +151.9% | -36.7% | +188.5% | +170.3% |
| 5Y | +137.7% | -40.3% | +178.0% | +155.4% |
| 10Y | +757.6% | -37.0% | +794.6% | +760.1% |
| All | +13,507.3% | +69.5% | +13,437.7% | +8,908.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling