+152.6%
GOOGL vs CAPR
+56.4%
+96.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -2.3% | -2.0% | -0.3% | -2.3% |
| 30D | -6.6% | +139.2% | -145.7% | -7.3% |
| 3M | -8.9% | -66.4% | +57.4% | -8.7% |
| 6M | +11.9% | -63.1% | +75.0% | +12.1% |
| YTD | +8.3% | -67.4% | +75.8% | +8.6% |
| 1Y | +46.2% | +58.2% | -12.0% | +41.5% |
| All | +152.6% | +56.4% | +96.2% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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